Share price$60.52
1D+1.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:44:27.317Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T22:30:00.003911875Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:44:26.526683+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.68 | 48.1% | 11.3% | |||
| 25Δ | 65.73 | 38.5% | 10.1% | 56.79 | 38.3% | 7.8% |
| 30Δ | 63.74 | 30.1% | 6.9% | 58.14 | 32.1% | 5.7% |
| 35Δ | 62.61 | 25.3% | 5.1% | 59.07 | 28.3% | 4.3% |
| 40Δ | 61.83 | 21.8% | 3.9% | 59.77 | 25.3% | 3.3% |
| 45Δ | 61.28 | 19.3% | 3.0% | 60.32 | 23.2% | 2.6% |
| 50Δ | 60.85 | 17.3% | 2.4% | 60.80 | 21.6% | 2.0% |
| 55Δ | 60.54 | 15.6% | 2.0% | 61.22 | 20.3% | 1.6% |
| 60Δ | 60.24 | 14.0% | 1.6% | 61.61 | 19.2% | 1.2% |
| 65Δ | 59.90 | 13.0% | 1.2% | 62.00 | 18.2% | 0.9% |
| 70Δ | 59.48 | 13.9% | 1.1% | 62.59 | 19.3% | 0.7% |
| 75Δ | 59.05 | 14.9% | 0.9% | |||
| 80Δ | 58.51 | 15.6% | 0.8% | |||
No recorded observations