Share price$72.75
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:40:10.298Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 · 2026-10-22T23:56:04.912635113Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 60.37 | 57.3% | 20.6% | |||
| 25Δ | 90.23 | 52.9% | 27.4% | 62.67 | 55.8% | 19.1% |
| 30Δ | 84.50 | 43.1% | 19.5% | 64.96 | 54.3% | 17.5% |
| 35Δ | 83.04 | 39.7% | 17.6% | 67.25 | 52.8% | 15.9% |
| 40Δ | 81.59 | 36.4% | 15.7% | 69.55 | 51.3% | 14.3% |
| 45Δ | 80.13 | 33.1% | 13.8% | 71.84 | 49.8% | 12.7% |
| 50Δ | 78.67 | 29.7% | 11.9% | 74.13 | 48.3% | 11.1% |
| 55Δ | 77.22 | 26.4% | 10.0% | 76.42 | 46.8% | 9.6% |
| 60Δ | 75.76 | 23.1% | 8.1% | 78.72 | 45.3% | 8.0% |
| 65Δ | 74.31 | 19.7% | 6.2% | 81.01 | 43.8% | 6.4% |
| 70Δ | 72.85 | 16.4% | 4.3% | 83.30 | 42.3% | 4.8% |
| 75Δ | 71.40 | 13.1% | 2.4% | 85.59 | 40.8% | 3.2% |
| 80Δ | 87.89 | 39.3% | 1.7% | |||
No recorded observations