Share price$98.18
1D+4.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:54:13.035Z
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 · 2026-10-22T22:32:15.860854454Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 108.97 | 39.6% | 12.2% | 90.47 | 38.1% | 9.1% |
| 25Δ | 107.28 | 40.8% | 11.0% | 91.93 | 39.3% | 8.1% |
| 30Δ | 105.59 | 42.1% | 9.7% | 93.41 | 39.9% | 7.2% |
| 35Δ | 103.97 | 42.8% | 8.6% | 94.89 | 40.1% | 6.2% |
| 40Δ | 102.39 | 43.2% | 7.6% | 96.31 | 40.2% | 5.4% |
| 45Δ | 100.80 | 43.6% | 6.6% | 97.72 | 40.2% | 4.6% |
| 50Δ | 99.24 | 43.9% | 5.7% | 99.11 | 39.9% | 3.9% |
| 55Δ | 97.71 | 44.1% | 4.9% | 100.50 | 39.4% | 3.2% |
| 60Δ | 96.14 | 44.5% | 4.2% | 101.92 | 38.9% | 2.7% |
| 65Δ | 94.52 | 45.1% | 3.5% | 103.34 | 38.3% | 2.2% |
| 70Δ | 92.81 | 45.7% | 2.9% | 104.75 | 37.8% | 1.6% |
| 75Δ | 90.68 | 48.0% | 2.5% | 107.27 | 40.3% | 1.3% |
| 80Δ | 88.30 | 50.0% | 2.0% | 110.02 | 43.5% | 0.9% |
No recorded observations