Share price$84.55
1D+5.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:53:21.675Z
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 · 2026-10-23T15:53:04.028010704Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 99.72 | 62.6% | 19.7% | 72.90 | 72.6% | 16.3% |
| 25Δ | 96.68 | 58.7% | 16.6% | 75.80 | 69.2% | 13.5% |
| 30Δ | 93.65 | 54.9% | 13.4% | 78.28 | 64.6% | 11.1% |
| 35Δ | 90.61 | 51.0% | 10.3% | 80.58 | 61.9% | 9.2% |
| 40Δ | 88.78 | 51.2% | 8.8% | 82.43 | 63.3% | 8.2% |
| 45Δ | 87.25 | 52.3% | 7.8% | 84.29 | 64.8% | 7.2% |
| 50Δ | 85.72 | 53.5% | 6.9% | 86.18 | 64.8% | 6.2% |
| 55Δ | 84.16 | 53.9% | 5.9% | 88.09 | 63.9% | 5.2% |
| 60Δ | 82.56 | 53.7% | 5.0% | 90.00 | 63.0% | 4.2% |
| 65Δ | 80.96 | 53.5% | 4.1% | 92.31 | 63.7% | 3.5% |
| 70Δ | 79.33 | 53.0% | 3.4% | 94.63 | 64.3% | 2.8% |
| 75Δ | 77.62 | 52.1% | 2.7% | 98.15 | 67.9% | 2.2% |
| 80Δ | 75.92 | 51.3% | 2.0% | 101.62 | 69.2% | 1.6% |
No recorded observations