Share price$78.68
1D-0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:48:05.514Z
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 · 2026-10-23T15:45:00.842243973Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 62.00 | 108.6% | 24.3% | |||
| 25Δ | 96.43 | 85.5% | 25.6% | 67.12 | 84.9% | 17.8% |
| 30Δ | 88.47 | 65.2% | 15.6% | 72.24 | 61.3% | 11.3% |
| 35Δ | 84.54 | 52.3% | 10.6% | 75.51 | 46.5% | 7.2% |
| 40Δ | 82.58 | 45.3% | 8.2% | 76.61 | 42.0% | 6.0% |
| 45Δ | 80.62 | 38.3% | 5.8% | 77.71 | 37.5% | 4.8% |
| 50Δ | 79.35 | 35.7% | 4.6% | 78.82 | 33.1% | 3.5% |
| 55Δ | 78.39 | 35.0% | 4.0% | 79.92 | 28.6% | 2.3% |
| 60Δ | 77.44 | 34.4% | 3.4% | 80.95 | 28.7% | 1.9% |
| 65Δ | 76.49 | 33.7% | 2.8% | 81.98 | 29.3% | 1.6% |
| 70Δ | 75.54 | 33.1% | 2.2% | 83.01 | 29.8% | 1.2% |
| 75Δ | 74.26 | 33.7% | 1.7% | 84.04 | 30.3% | 0.9% |
| 80Δ | 72.56 | 36.0% | 1.4% | 85.25 | 31.2% | 0.6% |
No recorded observations