Share price$63.95
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:22:23.702Z
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 · 2026-10-22T22:30:00.004271851Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 71.11 | 40.6% | 12.4% | 58.36 | 43.2% | 10.2% |
| 25Δ | 68.97 | 35.3% | 9.3% | 60.16 | 36.8% | 7.6% |
| 30Δ | 67.72 | 33.6% | 7.6% | 61.36 | 33.0% | 5.9% |
| 35Δ | 67.03 | 35.7% | 7.1% | 62.25 | 31.1% | 4.8% |
| 40Δ | 65.68 | 28.4% | 4.9% | 63.00 | 30.5% | 4.1% |
| 45Δ | 65.01 | 28.6% | 4.3% | 63.69 | 30.1% | 3.4% |
| 50Δ | 64.36 | 29.2% | 3.8% | 64.36 | 29.5% | 2.9% |
| 55Δ | 63.67 | 30.6% | 3.4% | 65.02 | 28.6% | 2.3% |
| 60Δ | 62.93 | 32.8% | 3.1% | 65.67 | 28.3% | 1.9% |
| 65Δ | 62.13 | 33.5% | 2.7% | 66.36 | 28.1% | 1.5% |
| 70Δ | 61.35 | 33.1% | 2.2% | 67.08 | 28.1% | 1.1% |
| 75Δ | 60.43 | 33.6% | 1.8% | 67.65 | 26.5% | 0.8% |
| 80Δ | 59.24 | 35.6% | 1.5% | 68.33 | 25.4% | 0.4% |
No recorded observations