Share price$72.09
1D-1.6%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T03:02:05.556Z
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 · 2026-10-22T20:00:30.382767039Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 59.88 | 95.1% | 20.3% | |||
| 25Δ | 89.14 | 92.1% | 27.0% | 64.19 | 73.7% | 14.4% |
| 30Δ | 82.13 | 71.0% | 17.3% | 66.81 | 60.4% | 10.7% |
| 35Δ | 78.30 | 57.3% | 12.0% | 69.05 | 48.9% | 7.6% |
| 40Δ | 75.52 | 46.1% | 8.1% | 70.57 | 43.1% | 5.8% |
| 45Δ | 74.38 | 41.0% | 6.7% | 71.56 | 41.3% | 5.0% |
| 50Δ | 73.61 | 37.1% | 5.7% | 72.55 | 39.6% | 4.2% |
| 55Δ | 72.84 | 33.3% | 4.7% | 73.54 | 37.9% | 3.4% |
| 60Δ | 72.08 | 29.5% | 3.8% | 74.53 | 36.2% | 2.5% |
| 65Δ | 71.31 | 25.7% | 2.8% | 75.86 | 36.8% | 2.0% |
| 70Δ | 70.55 | 21.9% | 1.9% | 77.51 | 39.6% | 1.6% |
| 75Δ | 79.17 | 42.4% | 1.3% | |||
| 80Δ | 83.03 | 52.6% | 1.2% | |||
No recorded observations