Share price$60.39
1D-2.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-24T01:08:32.861Z
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 · 2026-10-23T20:17:26.306298671Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.28 | 41.8% | 9.8% | |||
| 25Δ | 56.25 | 41.1% | 8.7% | |||
| 30Δ | 57.22 | 40.4% | 7.6% | |||
| 35Δ | 64.96 | 54.6% | 10.9% | 58.19 | 39.7% | 6.5% |
| 40Δ | 63.75 | 52.1% | 9.4% | 59.16 | 39.0% | 5.4% |
| 45Δ | 62.54 | 49.5% | 7.9% | 60.11 | 38.4% | 4.3% |
| 50Δ | 61.33 | 47.0% | 6.4% | 60.96 | 38.2% | 3.8% |
| 55Δ | 60.13 | 44.4% | 4.9% | 61.81 | 37.9% | 3.3% |
| 60Δ | 58.95 | 46.0% | 4.2% | 62.66 | 37.7% | 2.7% |
| 65Δ | 57.77 | 48.1% | 3.7% | 63.51 | 37.5% | 2.2% |
| 70Δ | 56.59 | 50.2% | 3.1% | 64.36 | 37.2% | 1.6% |
| 75Δ | 55.41 | 52.3% | 2.6% | |||
| 80Δ | 53.46 | 57.0% | 2.1% | |||
No recorded observations