Share price$78.66
1D+3.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:25:31.325Z
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 · 2026-10-22T18:25:16.364178537Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 91.27 | 55.4% | 17.7% | 68.78 | 63.0% | 14.7% |
| 25Δ | 88.72 | 54.5% | 14.9% | 71.41 | 58.8% | 11.9% |
| 30Δ | 86.47 | 53.1% | 12.6% | 73.27 | 58.0% | 10.3% |
| 35Δ | 84.46 | 52.2% | 10.6% | 75.11 | 57.1% | 8.7% |
| 40Δ | 82.88 | 52.1% | 9.3% | 76.64 | 55.2% | 7.4% |
| 45Δ | 81.31 | 52.0% | 8.0% | 78.18 | 53.2% | 6.2% |
| 50Δ | 79.75 | 52.1% | 6.8% | 79.71 | 51.3% | 5.0% |
| 55Δ | 78.24 | 53.1% | 6.0% | 81.19 | 50.6% | 4.2% |
| 60Δ | 76.72 | 54.1% | 5.1% | 82.67 | 50.1% | 3.5% |
| 65Δ | 75.21 | 55.0% | 4.3% | 84.14 | 49.6% | 2.8% |
| 70Δ | 73.45 | 55.7% | 3.6% | 86.13 | 51.0% | 2.2% |
| 75Δ | 71.64 | 56.4% | 2.9% | 88.82 | 54.9% | 1.8% |
| 80Δ | 69.65 | 57.9% | 2.2% | 91.73 | 57.1% | 1.3% |
No recorded observations