Share price$78.32
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:54:24.783Z
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 · 2026-10-23T20:00:01.774257296Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 106.47 | 110.1% | 38.9% | 69.56 | 58.0% | 13.1% |
| 25Δ | 92.70 | 75.7% | 21.2% | 71.80 | 52.2% | 10.6% |
| 30Δ | 88.13 | 65.8% | 15.7% | 73.66 | 49.3% | 8.7% |
| 35Δ | 84.29 | 53.2% | 10.8% | 75.29 | 46.2% | 7.1% |
| 40Δ | 82.19 | 45.8% | 8.2% | 76.35 | 42.4% | 6.0% |
| 45Δ | 80.09 | 38.4% | 5.6% | 77.41 | 38.6% | 4.8% |
| 50Δ | 79.04 | 37.4% | 4.9% | 78.47 | 34.9% | 3.7% |
| 55Δ | 78.04 | 36.8% | 4.2% | 79.52 | 31.1% | 2.6% |
| 60Δ | 77.03 | 36.1% | 3.6% | 80.47 | 29.0% | 1.9% |
| 65Δ | 76.03 | 35.5% | 2.9% | 81.34 | 28.3% | 1.6% |
| 70Δ | 75.03 | 34.8% | 2.2% | 82.20 | 27.6% | 1.3% |
| 75Δ | 73.12 | 39.3% | 1.9% | 83.07 | 26.9% | 0.9% |
| 80Δ | 71.19 | 43.8% | 1.7% | 83.93 | 26.2% | 0.6% |
No recorded observations