Share price$90.90
1D+3.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:08:42.148Z
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 · 2026-10-22T20:00:07.170060163Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 106.31 | 58.3% | 18.7% | 80.92 | 54.7% | 12.8% |
| 25Δ | 101.98 | 52.1% | 14.2% | 83.58 | 49.9% | 10.3% |
| 30Δ | 98.99 | 48.3% | 11.3% | 85.73 | 47.9% | 8.5% |
| 35Δ | 96.90 | 46.2% | 9.5% | 87.31 | 48.9% | 7.6% |
| 40Δ | 94.87 | 44.5% | 7.7% | 88.89 | 50.0% | 6.7% |
| 45Δ | 93.39 | 45.8% | 6.9% | 90.50 | 50.8% | 5.8% |
| 50Δ | 91.92 | 47.0% | 6.1% | 92.19 | 51.1% | 5.0% |
| 55Δ | 90.45 | 48.3% | 5.4% | 93.89 | 51.4% | 4.2% |
| 60Δ | 88.95 | 47.9% | 4.6% | 95.68 | 51.7% | 3.5% |
| 65Δ | 87.44 | 46.9% | 3.8% | 97.65 | 52.0% | 2.9% |
| 70Δ | 85.93 | 45.8% | 3.0% | 99.61 | 52.2% | 2.3% |
| 75Δ | 84.27 | 45.2% | 2.3% | 102.27 | 53.4% | 1.7% |
| 80Δ | 82.38 | 45.1% | 1.8% | 105.18 | 55.0% | 1.3% |
No recorded observations