Share price$98.90
1D+4.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:23:20.175Z
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 · 2026-10-22T20:37:02.208191088Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 109.17 | 37.6% | 11.5% | 90.74 | 40.2% | 9.6% |
| 25Δ | 107.55 | 38.6% | 10.3% | 92.28 | 41.7% | 8.6% |
| 30Δ | 105.93 | 39.6% | 9.2% | 93.85 | 42.2% | 7.5% |
| 35Δ | 104.36 | 40.2% | 8.1% | 95.41 | 42.6% | 6.6% |
| 40Δ | 102.86 | 40.4% | 7.1% | 96.92 | 43.0% | 5.7% |
| 45Δ | 101.36 | 40.5% | 6.2% | 98.43 | 43.1% | 4.9% |
| 50Δ | 99.86 | 40.6% | 5.2% | 99.94 | 43.0% | 4.2% |
| 55Δ | 98.44 | 40.5% | 4.5% | 101.52 | 42.9% | 3.6% |
| 60Δ | 97.01 | 40.3% | 3.8% | 103.11 | 42.8% | 3.0% |
| 65Δ | 95.56 | 40.3% | 3.2% | 104.69 | 42.7% | 2.3% |
| 70Δ | 94.06 | 40.2% | 2.6% | 107.35 | 46.2% | 2.0% |
| 75Δ | 92.52 | 40.1% | 2.1% | 110.34 | 50.4% | 1.6% |
| 80Δ | 90.49 | 41.5% | 1.7% | 114.09 | 53.6% | 1.2% |
No recorded observations