Share price$74.38
1D+2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:55:13.940Z
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 · 2026-10-22T20:34:59.888046456Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 84.90 | 49.7% | 15.6% | 66.61 | 50.9% | 12.1% |
| 25Δ | 83.13 | 44.9% | 13.4% | 69.43 | 40.8% | 8.4% |
| 30Δ | 81.37 | 40.1% | 11.2% | 70.82 | 37.9% | 7.0% |
| 35Δ | 79.61 | 35.3% | 8.9% | 71.85 | 36.8% | 6.0% |
| 40Δ | 77.85 | 30.5% | 6.7% | 72.88 | 35.7% | 5.1% |
| 45Δ | 76.08 | 25.8% | 4.5% | 73.91 | 34.6% | 4.2% |
| 50Δ | 74.78 | 22.6% | 3.0% | 74.93 | 33.5% | 3.3% |
| 55Δ | 74.19 | 21.9% | 2.7% | 75.87 | 33.1% | 2.8% |
| 60Δ | 73.61 | 21.2% | 2.4% | 76.80 | 32.7% | 2.3% |
| 65Δ | 73.03 | 20.6% | 2.1% | 77.73 | 32.3% | 1.9% |
| 70Δ | 72.45 | 19.9% | 1.8% | 78.66 | 31.9% | 1.4% |
| 75Δ | 71.87 | 19.3% | 1.5% | 79.58 | 31.5% | 1.0% |
| 80Δ | 71.28 | 18.6% | 1.2% | 81.28 | 32.9% | 0.6% |
No recorded observations