Share price$70.70
1D-1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:42:55.579Z
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 · 2026-10-22T23:19:45.299302492Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 87.11 | 76.8% | 25.4% | |||
| 25Δ | 81.29 | 63.3% | 17.4% | |||
| 30Δ | 78.06 | 56.4% | 13.2% | |||
| 35Δ | 75.15 | 45.6% | 9.1% | |||
| 40Δ | 74.08 | 48.3% | 8.4% | 69.37 | 39.0% | 5.2% |
| 45Δ | 72.84 | 48.7% | 7.3% | 70.37 | 36.9% | 4.2% |
| 50Δ | 71.61 | 49.3% | 6.4% | 71.29 | 36.1% | 3.5% |
| 55Δ | 70.37 | 50.4% | 5.6% | 72.18 | 35.5% | 2.9% |
| 60Δ | 73.06 | 34.9% | 2.3% | |||
| 65Δ | 73.89 | 33.6% | 1.8% | |||
| 70Δ | 74.67 | 32.1% | 1.3% | |||
| 75Δ | 76.19 | 34.7% | 1.0% | |||
| 80Δ | 76.85 | 31.8% | 0.6% | |||
No recorded observations