Share price$77.46
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:09:03.682Z
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 · 2026-10-23T20:10:00.002882543Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.35 | 28.5% | 8.5% | 72.09 | 34.2% | 8.0% |
| 25Δ | 81.64 | 24.9% | 6.4% | 73.74 | 30.0% | 6.1% |
| 30Δ | 80.60 | 23.3% | 5.2% | 74.85 | 27.6% | 4.9% |
| 35Δ | 79.77 | 22.5% | 4.4% | 75.72 | 26.5% | 4.1% |
| 40Δ | 79.10 | 22.7% | 3.8% | 76.48 | 25.8% | 3.4% |
| 45Δ | 78.48 | 23.2% | 3.4% | 77.20 | 25.2% | 2.8% |
| 50Δ | 77.85 | 23.9% | 3.1% | 77.87 | 24.8% | 2.3% |
| 55Δ | 77.19 | 25.0% | 2.8% | 78.50 | 23.8% | 1.9% |
| 60Δ | 76.51 | 25.4% | 2.4% | 79.11 | 22.9% | 1.4% |
| 65Δ | 75.74 | 26.2% | 2.1% | 79.76 | 22.7% | 1.1% |
| 70Δ | 74.78 | 28.4% | 1.9% | 80.42 | 22.3% | 0.8% |
| 75Δ | 73.83 | 29.0% | 1.5% | 81.08 | 21.8% | 0.6% |
| 80Δ | 72.88 | 28.8% | 1.2% | 81.71 | 20.8% | 0.3% |
No recorded observations