Share price$67.85
1D+2.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:23:56.389Z
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 · 2026-10-22T20:10:00.001324252Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 79.40 | 57.4% | 18.6% | 60.46 | 53.9% | 12.7% |
| 25Δ | 76.44 | 47.2% | 14.3% | 62.65 | 44.9% | 9.6% |
| 30Δ | 73.48 | 37.0% | 9.9% | 64.83 | 35.9% | 6.5% |
| 35Δ | 70.52 | 26.9% | 5.6% | 65.77 | 34.7% | 5.6% |
| 40Δ | 69.48 | 25.0% | 4.5% | 66.59 | 34.1% | 4.9% |
| 45Δ | 68.86 | 25.0% | 4.0% | 67.42 | 33.6% | 4.2% |
| 50Δ | 68.23 | 24.9% | 3.6% | 68.25 | 33.0% | 3.5% |
| 55Δ | 67.60 | 24.8% | 3.1% | 69.08 | 32.5% | 2.8% |
| 60Δ | 66.98 | 24.8% | 2.7% | 69.91 | 31.9% | 2.1% |
| 65Δ | 66.35 | 24.7% | 2.3% | 71.26 | 34.2% | 1.8% |
| 70Δ | 65.72 | 24.7% | 1.8% | 72.68 | 36.9% | 1.5% |
| 75Δ | 65.10 | 24.6% | 1.4% | 74.10 | 39.5% | 1.2% |
| 80Δ | 78.25 | 48.5% | 1.0% | |||
No recorded observations