Share price$63.58
1D+5.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:54:46.239Z
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 · 2026-10-22T21:44:15.53791273Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.62 | 98.0% | 34.2% | 53.28 | 89.1% | 19.4% |
| 25Δ | 78.78 | 93.0% | 27.4% | 55.45 | 90.8% | 17.2% |
| 30Δ | 75.13 | 89.3% | 22.4% | 57.55 | 93.1% | 15.3% |
| 35Δ | 72.63 | 89.9% | 19.5% | 59.61 | 95.6% | 13.7% |
| 40Δ | 70.69 | 94.4% | 17.7% | 61.77 | 97.9% | 12.1% |
| 45Δ | 67.74 | 86.3% | 13.7% | 64.20 | 104.8% | 11.1% |
| 50Δ | 66.03 | 93.5% | 12.8% | 66.85 | 108.8% | 9.9% |
| 55Δ | 63.66 | 83.9% | 9.6% | 69.69 | 111.3% | 8.6% |
| 60Δ | 61.77 | 86.0% | 8.3% | 72.94 | 114.7% | 7.4% |
| 65Δ | 59.90 | 83.4% | 6.6% | 76.24 | 115.5% | 6.1% |
| 70Δ | 58.15 | 79.5% | 5.1% | 79.99 | 116.6% | 4.9% |
| 75Δ | 56.71 | 72.9% | 3.7% | 84.99 | 120.6% | 3.9% |
| 80Δ | 54.54 | 75.7% | 2.9% | 91.72 | 126.4% | 2.9% |
No recorded observations