Share price$97.10
1D-0.3%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T04:43:38.944Z
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 · 2026-10-22T22:25:15.94512641Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 124.62 | 90.5% | 30.9% | 82.74 | 73.9% | 17.1% |
| 25Δ | 117.17 | 73.5% | 23.1% | 87.94 | 51.1% | 11.2% |
| 30Δ | 113.18 | 61.5% | 18.8% | 93.15 | 28.3% | 5.4% |
| 35Δ | 109.19 | 49.4% | 14.5% | 95.44 | 19.7% | 3.0% |
| 40Δ | 105.21 | 37.4% | 10.2% | 96.13 | 18.9% | 2.5% |
| 45Δ | 101.22 | 25.4% | 5.9% | 96.82 | 18.2% | 2.1% |
| 50Δ | 97.47 | 14.2% | 1.9% | 97.51 | 17.4% | 1.6% |
| 55Δ | 97.04 | 13.7% | 1.7% | 98.04 | 16.8% | 1.3% |
| 60Δ | 96.60 | 13.3% | 1.5% | 98.57 | 16.3% | 1.0% |
| 65Δ | 96.17 | 12.8% | 1.3% | 99.10 | 15.7% | 0.8% |
| 70Δ | 95.74 | 12.4% | 1.1% | 99.63 | 15.1% | 0.5% |
| 75Δ | 95.30 | 11.9% | 0.8% | 102.18 | 19.8% | 0.4% |
| 80Δ | 92.64 | 19.1% | 0.7% | 109.36 | 36.5% | 0.5% |
No recorded observations