Share price$75.21
1D+0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:05:30.278Z
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 · 2026-10-22T14:05:16.377883641Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.77 | 17.1% | 5.3% | 72.09 | 19.8% | 4.8% |
| 25Δ | 77.90 | 15.1% | 4.2% | 73.14 | 16.9% | 3.5% |
| 30Δ | 77.03 | 13.2% | 3.1% | 73.77 | 15.9% | 2.8% |
| 35Δ | 77.51 | 22.2% | 4.5% | 74.28 | 14.9% | 2.2% |
| 40Δ | 76.82 | 21.3% | 3.8% | 74.73 | 14.0% | 1.8% |
| 45Δ | 76.13 | 20.4% | 3.1% | 75.15 | 13.9% | 1.5% |
| 50Δ | 75.61 | 18.4% | 2.5% | 75.56 | 15.0% | 1.3% |
| 55Δ | 75.12 | 16.2% | 1.9% | 75.96 | 16.1% | 1.2% |
| 60Δ | 74.48 | 18.8% | 1.8% | 76.60 | 18.5% | 1.1% |
| 65Δ | 73.92 | 21.0% | 1.8% | 77.29 | 20.5% | 1.0% |
| 70Δ | 73.66 | 18.7% | 1.5% | 78.03 | 21.5% | 0.8% |
| 75Δ | 73.39 | 16.3% | 1.1% | 78.76 | 21.5% | 0.6% |
| 80Δ | 73.12 | 13.9% | 0.8% | 80.67 | 26.8% | 0.5% |
No recorded observations