Share price$70.26
1D+0.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:42:36.726Z
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 · 2026-10-23T19:42:14.117566719Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 82.59 | 61.0% | 19.3% | 55.83 | 94.5% | 23.0% |
| 25Δ | 78.79 | 52.8% | 14.2% | 61.73 | 70.5% | 14.9% |
| 30Δ | 76.98 | 51.8% | 12.1% | 65.64 | 56.8% | 9.9% |
| 35Δ | 75.17 | 50.9% | 10.1% | 67.07 | 55.9% | 8.6% |
| 40Δ | 73.83 | 51.3% | 8.9% | 68.50 | 55.0% | 7.3% |
| 45Δ | 72.53 | 52.0% | 7.9% | 69.93 | 54.1% | 6.1% |
| 50Δ | 71.23 | 52.6% | 6.8% | 71.23 | 53.2% | 5.2% |
| 55Δ | 69.93 | 53.1% | 5.8% | 72.52 | 52.3% | 4.4% |
| 60Δ | 68.63 | 52.6% | 5.0% | 73.81 | 51.4% | 3.6% |
| 65Δ | 67.33 | 52.1% | 4.1% | 75.36 | 51.0% | 2.8% |
| 70Δ | 66.02 | 51.6% | 3.3% | 79.88 | 56.8% | 2.3% |
| 75Δ | 64.47 | 52.5% | 2.6% | 84.40 | 62.5% | 1.9% |
| 80Δ | 62.04 | 58.5% | 2.2% | 88.91 | 68.2% | 1.4% |
No recorded observations