Share price$59.79
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:51:04.470Z
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 · 2026-10-23T00:00:00.136059138Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 65.99 | 37.9% | 11.5% | 55.02 | 39.3% | 9.3% |
| 25Δ | 63.94 | 31.5% | 8.2% | 56.50 | 33.9% | 7.0% |
| 30Δ | 62.66 | 27.3% | 6.2% | 57.51 | 31.0% | 5.6% |
| 35Δ | 61.79 | 24.6% | 4.9% | 58.31 | 28.4% | 4.4% |
| 40Δ | 61.10 | 22.5% | 3.9% | 59.06 | 25.0% | 3.3% |
| 45Δ | 60.58 | 21.4% | 3.3% | 59.59 | 24.6% | 2.8% |
| 50Δ | 60.09 | 20.4% | 2.7% | 60.12 | 24.3% | 2.3% |
| 55Δ | 59.63 | 20.4% | 2.3% | 60.63 | 24.0% | 1.9% |
| 60Δ | 59.19 | 20.7% | 2.0% | 61.15 | 23.8% | 1.5% |
| 65Δ | 58.71 | 21.0% | 1.8% | 61.69 | 23.7% | 1.2% |
| 70Δ | 58.20 | 21.4% | 1.5% | 62.31 | 24.1% | 0.9% |
| 75Δ | 57.68 | 21.3% | 1.2% | 63.03 | 24.8% | 0.7% |
| 80Δ | 57.17 | 20.8% | 1.0% | 63.62 | 23.8% | 0.4% |
No recorded observations