Share price$78.80
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:21:44.003Z
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 · 2026-10-22T23:57:39.009272795Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 91.66 | 53.8% | 17.8% | 71.42 | 45.1% | 10.9% |
| 25Δ | 86.95 | 43.2% | 12.0% | 72.95 | 45.1% | 9.5% |
| 30Δ | 84.30 | 38.9% | 9.0% | 74.49 | 45.1% | 8.1% |
| 35Δ | 83.10 | 39.2% | 8.0% | 75.83 | 44.5% | 7.0% |
| 40Δ | 81.91 | 39.5% | 7.0% | 77.08 | 43.6% | 6.0% |
| 45Δ | 80.71 | 39.7% | 6.0% | 78.32 | 42.8% | 5.1% |
| 50Δ | 79.58 | 39.5% | 5.2% | 79.57 | 41.9% | 4.1% |
| 55Δ | 78.54 | 38.4% | 4.5% | 80.92 | 42.2% | 3.5% |
| 60Δ | 77.50 | 37.4% | 3.8% | 82.32 | 43.1% | 3.0% |
| 65Δ | 76.46 | 36.4% | 3.1% | 83.72 | 44.0% | 2.4% |
| 70Δ | 75.42 | 35.3% | 2.4% | 85.22 | 45.1% | 1.9% |
| 75Δ | 73.74 | 37.9% | 1.9% | 87.63 | 47.9% | 1.5% |
| 80Δ | 71.64 | 42.8% | 1.7% | 90.07 | 50.7% | 1.1% |
No recorded observations