Share price$79.61
1D-2.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:30:30.993Z
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 · 2026-10-22T23:00:00.001519643Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 97.58 | 73.2% | 24.6% | 69.96 | 62.2% | 14.2% |
| 25Δ | 92.68 | 66.3% | 18.9% | 72.04 | 60.7% | 12.3% |
| 30Δ | 88.75 | 60.3% | 14.4% | 74.10 | 59.3% | 10.4% |
| 35Δ | 85.99 | 55.4% | 11.4% | 75.95 | 59.0% | 9.0% |
| 40Δ | 83.98 | 53.6% | 9.5% | 77.64 | 59.7% | 7.9% |
| 45Δ | 82.40 | 53.7% | 8.3% | 79.32 | 60.4% | 6.8% |
| 50Δ | 80.81 | 53.8% | 7.1% | 81.04 | 60.4% | 5.9% |
| 55Δ | 79.21 | 54.5% | 6.1% | 82.77 | 59.8% | 5.0% |
| 60Δ | 77.58 | 55.8% | 5.3% | 84.50 | 59.3% | 4.0% |
| 65Δ | 75.96 | 57.0% | 4.5% | 86.64 | 60.2% | 3.3% |
| 70Δ | 74.32 | 57.2% | 3.7% | 88.93 | 61.7% | 2.7% |
| 75Δ | 72.65 | 55.7% | 2.9% | 91.65 | 63.2% | 2.1% |
| 80Δ | 70.98 | 54.2% | 2.2% | 94.73 | 64.8% | 1.5% |
No recorded observations