Share price$70.26
1D+3.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:02:29.628Z
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 · 2026-10-22T20:00:10.348248072Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 84.36 | 67.0% | 22.0% | 62.13 | 56.8% | 13.5% |
| 25Δ | 81.56 | 62.9% | 18.5% | 64.35 | 52.8% | 10.8% |
| 30Δ | 78.76 | 58.8% | 15.0% | 65.94 | 52.0% | 9.3% |
| 35Δ | 75.96 | 54.7% | 11.4% | 67.28 | 52.6% | 8.2% |
| 40Δ | 74.09 | 52.8% | 9.4% | 68.61 | 53.2% | 7.2% |
| 45Δ | 72.70 | 52.2% | 8.1% | 69.95 | 53.8% | 6.1% |
| 50Δ | 71.32 | 51.5% | 6.9% | 71.40 | 54.4% | 5.3% |
| 55Δ | 69.93 | 51.0% | 5.6% | 72.85 | 55.0% | 4.6% |
| 60Δ | 68.56 | 51.6% | 4.9% | 74.30 | 55.5% | 3.8% |
| 65Δ | 67.19 | 52.3% | 4.2% | 76.18 | 57.5% | 3.2% |
| 70Δ | 65.83 | 53.0% | 3.4% | 78.47 | 60.9% | 2.6% |
| 75Δ | 64.09 | 55.2% | 2.8% | 80.72 | 62.6% | 2.1% |
| 80Δ | 61.80 | 59.7% | 2.3% | 82.92 | 61.2% | 1.5% |
No recorded observations