Share price$76.16
1D+1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:19:04.127Z
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 · 2026-10-22T20:10:00.003767154Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 80.06 | 18.7% | 5.7% | 72.87 | 20.8% | 5.0% |
| 25Δ | 78.76 | 15.4% | 4.1% | 73.52 | 21.4% | 4.4% |
| 30Δ | 78.40 | 16.8% | 3.9% | 74.12 | 22.0% | 3.9% |
| 35Δ | 78.05 | 18.1% | 3.7% | 74.81 | 20.8% | 3.2% |
| 40Δ | 77.26 | 13.2% | 2.5% | 75.40 | 21.7% | 2.8% |
| 45Δ | 76.76 | 12.2% | 2.0% | 75.94 | 23.4% | 2.6% |
| 50Δ | 76.41 | 13.3% | 1.8% | 76.57 | 23.7% | 2.3% |
| 55Δ | 76.06 | 14.3% | 1.7% | 77.23 | 23.8% | 1.9% |
| 60Δ | 75.67 | 14.4% | 1.5% | 77.92 | 24.3% | 1.6% |
| 65Δ | 75.28 | 14.3% | 1.3% | 78.72 | 25.1% | 1.3% |
| 70Δ | 74.87 | 14.1% | 1.1% | 79.72 | 26.7% | 1.1% |
| 75Δ | 74.44 | 13.9% | 0.9% | 81.16 | 29.9% | 0.9% |
| 80Δ | 74.00 | 13.7% | 0.7% | 82.19 | 29.3% | 0.6% |
No recorded observations