Share price$95.91
1D+3.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:42:30.278Z
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 · 2026-10-22T16:42:18.084302922Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 107.61 | 41.7% | 13.6% | 86.20 | 50.3% | 11.8% |
| 25Δ | 105.67 | 41.9% | 12.0% | 88.34 | 49.8% | 10.1% |
| 30Δ | 103.74 | 42.1% | 10.4% | 90.36 | 48.7% | 8.6% |
| 35Δ | 101.80 | 42.4% | 8.9% | 92.12 | 48.4% | 7.4% |
| 40Δ | 99.89 | 42.5% | 7.3% | 93.80 | 47.9% | 6.4% |
| 45Δ | 98.33 | 41.3% | 6.2% | 95.44 | 47.2% | 5.4% |
| 50Δ | 96.84 | 41.0% | 5.3% | 97.03 | 46.5% | 4.5% |
| 55Δ | 95.44 | 41.6% | 4.6% | 98.69 | 46.8% | 3.8% |
| 60Δ | 94.02 | 41.8% | 3.9% | 100.43 | 47.3% | 3.2% |
| 65Δ | 92.58 | 41.7% | 3.3% | 102.33 | 47.4% | 2.6% |
| 70Δ | 90.95 | 42.6% | 2.7% | 104.22 | 47.6% | 2.1% |
| 75Δ | 87.85 | 45.7% | 2.3% | 106.90 | 48.4% | 1.6% |
| 80Δ | 82.79 | 51.9% | 1.8% | 110.13 | 49.7% | 1.1% |
No recorded observations