Share price$77.03
1D-0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:24:35.890Z
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 · 2026-10-22T22:30:00.002949737Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.39 | 30.4% | 9.2% | 71.22 | 36.8% | 8.8% |
| 25Δ | 81.56 | 26.7% | 7.0% | 73.06 | 31.9% | 6.6% |
| 30Δ | 80.38 | 24.6% | 5.6% | 74.36 | 28.2% | 5.0% |
| 35Δ | 79.41 | 22.9% | 4.6% | 75.24 | 27.1% | 4.2% |
| 40Δ | 78.68 | 22.5% | 3.9% | 76.04 | 26.2% | 3.5% |
| 45Δ | 78.07 | 23.1% | 3.5% | 76.77 | 25.9% | 2.9% |
| 50Δ | 77.43 | 24.1% | 3.1% | 77.47 | 25.5% | 2.4% |
| 55Δ | 76.78 | 24.7% | 2.8% | 78.15 | 25.0% | 2.0% |
| 60Δ | 76.10 | 24.8% | 2.4% | 78.78 | 24.0% | 1.6% |
| 65Δ | 75.35 | 25.3% | 2.1% | 79.45 | 23.5% | 1.2% |
| 70Δ | 74.55 | 25.9% | 1.7% | 80.15 | 23.3% | 0.9% |
| 75Δ | 73.67 | 26.5% | 1.5% | 80.87 | 22.8% | 0.6% |
| 80Δ | 72.54 | 27.8% | 1.2% | 81.89 | 23.5% | 0.4% |
No recorded observations