Share price$98.97
1D+4.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:26:34.658Z
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 · 2026-10-22T23:00:00.001498696Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 109.19 | 37.4% | 11.5% | 90.77 | 40.4% | 9.7% |
| 25Δ | 107.57 | 38.4% | 10.3% | 92.31 | 41.9% | 8.6% |
| 30Δ | 105.96 | 39.4% | 9.1% | 93.89 | 42.5% | 7.6% |
| 35Δ | 104.39 | 40.0% | 8.0% | 95.45 | 42.9% | 6.6% |
| 40Δ | 102.90 | 40.1% | 7.1% | 96.98 | 43.3% | 5.8% |
| 45Δ | 101.41 | 40.2% | 6.1% | 98.50 | 43.4% | 5.0% |
| 50Δ | 99.92 | 40.3% | 5.2% | 100.02 | 43.3% | 4.2% |
| 55Δ | 98.51 | 40.1% | 4.5% | 101.62 | 43.2% | 3.6% |
| 60Δ | 97.09 | 40.0% | 3.7% | 103.22 | 43.2% | 3.0% |
| 65Δ | 95.66 | 39.9% | 3.1% | 104.82 | 43.1% | 2.4% |
| 70Δ | 94.18 | 39.7% | 2.6% | 107.61 | 47.1% | 2.0% |
| 75Δ | 92.66 | 39.5% | 2.1% | 110.69 | 51.3% | 1.7% |
| 80Δ | 90.71 | 40.6% | 1.6% | 114.46 | 54.7% | 1.2% |
No recorded observations