Share price$79.67
1D+0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:22:40.972Z
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 · 2026-10-22T20:15:12.738448494Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 84.34 | 22.0% | 6.6% | |||
| 25Δ | 83.91 | 24.1% | 6.3% | 76.04 | 28.0% | 5.8% |
| 30Δ | 82.63 | 20.9% | 4.8% | 77.31 | 24.1% | 4.3% |
| 35Δ | 81.75 | 18.8% | 3.8% | 78.22 | 21.7% | 3.3% |
| 40Δ | 81.04 | 17.2% | 3.1% | 78.96 | 19.6% | 2.5% |
| 45Δ | 80.51 | 16.0% | 2.5% | 79.51 | 20.0% | 2.2% |
| 50Δ | 79.99 | 14.9% | 2.0% | 80.05 | 20.4% | 1.9% |
| 55Δ | 79.57 | 14.9% | 1.8% | 80.58 | 19.6% | 1.5% |
| 60Δ | 79.15 | 14.8% | 1.5% | 81.14 | 19.0% | 1.2% |
| 65Δ | 78.62 | 15.6% | 1.4% | 81.75 | 19.4% | 0.9% |
| 70Δ | 78.03 | 16.9% | 1.2% | 82.40 | 19.5% | 0.7% |
| 75Δ | 77.38 | 17.4% | 1.1% | 83.10 | 19.7% | 0.5% |
| 80Δ | 76.71 | 17.7% | 0.9% | 84.25 | 21.4% | 0.3% |
No recorded observations