Share price$62.35
1D-1.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T15:14:21.505Z
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 · 2026-10-24T00:00:00.137884255Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:14:21.391690+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 86.03 | 117.1% | 41.1% | 52.36 | 90.7% | 19.1% |
| 25Δ | 80.27 | 111.2% | 32.6% | 54.77 | 87.8% | 16.2% |
| 30Δ | 76.40 | 109.4% | 27.4% | 56.80 | 87.1% | 14.0% |
| 35Δ | 73.04 | 107.4% | 23.1% | 58.58 | 92.7% | 12.9% |
| 40Δ | 70.09 | 105.7% | 19.4% | 60.57 | 92.2% | 11.2% |
| 45Δ | 67.44 | 103.9% | 16.3% | 62.61 | 96.2% | 10.1% |
| 50Δ | 64.88 | 99.8% | 13.3% | 64.83 | 98.7% | 8.8% |
| 55Δ | 62.68 | 98.7% | 11.1% | 67.21 | 100.9% | 7.7% |
| 60Δ | 60.58 | 93.7% | 8.8% | 70.29 | 107.7% | 6.8% |
| 65Δ | 58.61 | 91.3% | 7.0% | 72.90 | 106.4% | 5.5% |
| 70Δ | 56.72 | 88.7% | 5.5% | 76.67 | 111.0% | 4.6% |
| 75Δ | 55.10 | 82.8% | 4.0% | 80.33 | 111.2% | 3.5% |
| 80Δ | 53.58 | 77.1% | 2.9% | 87.40 | 122.2% | 2.8% |
No recorded observations