Share price$78.73
1D+0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:53:19.328Z
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 · 2026-10-23T15:52:51.428598655Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 88.28 | 43.4% | 13.4% | 70.78 | 50.4% | 11.8% |
| 25Δ | 85.99 | 41.1% | 10.8% | 72.45 | 49.7% | 10.2% |
| 30Δ | 84.31 | 40.2% | 9.1% | 74.11 | 49.1% | 8.7% |
| 35Δ | 83.09 | 40.6% | 8.1% | 75.59 | 47.8% | 7.3% |
| 40Δ | 81.88 | 40.9% | 7.1% | 76.87 | 45.9% | 6.3% |
| 45Δ | 80.67 | 41.2% | 6.1% | 78.14 | 44.0% | 5.2% |
| 50Δ | 79.56 | 40.5% | 5.3% | 79.42 | 42.1% | 4.1% |
| 55Δ | 78.58 | 38.8% | 4.5% | 80.77 | 41.9% | 3.4% |
| 60Δ | 77.60 | 37.0% | 3.8% | 82.19 | 43.1% | 2.9% |
| 65Δ | 76.62 | 35.2% | 3.0% | 83.61 | 44.3% | 2.4% |
| 70Δ | 75.64 | 33.4% | 2.3% | 85.05 | 45.6% | 1.9% |
| 75Δ | 74.34 | 33.5% | 1.7% | 87.46 | 48.3% | 1.5% |
| 80Δ | 72.43 | 37.2% | 1.5% | 89.86 | 51.0% | 1.1% |
No recorded observations