Share price$72.08
1D+3.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:36:04.435Z
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 · 2026-10-22T20:00:00.69497664Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 113.47 | 142.9% | 61.0% | |||
| 25Δ | 99.67 | 114.0% | 42.0% | 63.41 | 83.4% | 16.0% |
| 30Δ | 85.87 | 85.1% | 23.0% | 65.71 | 82.8% | 13.9% |
| 35Δ | 79.53 | 70.3% | 14.6% | 67.97 | 80.8% | 11.8% |
| 40Δ | 78.15 | 77.1% | 14.0% | 70.04 | 81.5% | 10.4% |
| 45Δ | 76.30 | 79.7% | 12.6% | 72.14 | 82.0% | 9.0% |
| 50Δ | 74.14 | 79.4% | 10.7% | 74.12 | 79.4% | 7.5% |
| 55Δ | 72.10 | 80.4% | 9.2% | 76.11 | 77.4% | 6.2% |
| 60Δ | 70.04 | 81.5% | 7.8% | 78.36 | 78.0% | 5.2% |
| 65Δ | 67.91 | 82.6% | 6.6% | 80.75 | 79.0% | 4.3% |
| 70Δ | 65.66 | 83.9% | 5.4% | 82.82 | 76.1% | 3.3% |
| 75Δ | 63.33 | 84.4% | 4.3% | 85.90 | 77.8% | 2.6% |
| 80Δ | 60.54 | 87.4% | 3.4% | 89.11 | 77.8% | 1.8% |
No recorded observations