Share price$69.39
1D+2.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:24:13.275Z
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 · 2026-10-22T18:23:19.527592339Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.85 | 68.3% | 22.8% | 61.18 | 59.8% | 14.0% |
| 25Δ | 80.92 | 64.6% | 19.1% | 62.80 | 61.1% | 12.4% |
| 30Δ | 77.99 | 60.9% | 15.4% | 64.43 | 62.5% | 10.9% |
| 35Δ | 75.05 | 57.2% | 11.6% | 66.00 | 62.7% | 9.6% |
| 40Δ | 73.53 | 57.2% | 10.3% | 67.56 | 62.2% | 8.3% |
| 45Δ | 72.04 | 57.4% | 8.9% | 69.11 | 61.7% | 7.0% |
| 50Δ | 70.55 | 57.5% | 7.6% | 70.64 | 61.0% | 5.9% |
| 55Δ | 69.07 | 57.9% | 6.5% | 72.13 | 59.9% | 5.0% |
| 60Δ | 67.60 | 58.5% | 5.6% | 73.61 | 58.8% | 4.1% |
| 65Δ | 66.13 | 59.1% | 4.7% | 75.14 | 57.9% | 3.2% |
| 70Δ | 64.55 | 60.1% | 3.8% | 77.22 | 59.1% | 2.6% |
| 75Δ | 62.56 | 62.5% | 3.2% | 79.30 | 60.3% | 2.0% |
| 80Δ | 60.58 | 65.0% | 2.5% | 81.38 | 59.1% | 1.4% |
No recorded observations