Share price$72.41
1D+1.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:16:30.939Z
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 · 2026-10-22T16:11:59.333823816Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 76.91 | 26.9% | 7.3% | |||
| 30Δ | 75.18 | 21.3% | 4.9% | |||
| 35Δ | 74.60 | 19.9% | 4.3% | |||
| 40Δ | 74.16 | 19.0% | 3.9% | |||
| 45Δ | 73.72 | 18.1% | 3.5% | 72.29 | 18.2% | 2.0% |
| 50Δ | 73.28 | 17.2% | 3.1% | 72.76 | 18.1% | 1.7% |
| 55Δ | 72.84 | 16.3% | 2.7% | 73.22 | 18.1% | 1.4% |
| 60Δ | 72.40 | 15.5% | 2.4% | 73.68 | 18.0% | 1.1% |
| 65Δ | 71.96 | 14.6% | 2.0% | 74.29 | 18.7% | 0.9% |
| 70Δ | 71.52 | 13.7% | 1.6% | 75.22 | 21.3% | 0.8% |
| 75Δ | 71.08 | 12.8% | 1.2% | |||
| 80Δ | 70.64 | 11.9% | 0.8% | |||
No recorded observations