Share price$63.92
1D+5.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:39:34.409Z
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 · 2026-10-22T23:36:28.640660056Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.70 | 96.7% | 33.6% | 53.64 | 88.3% | 19.2% |
| 25Δ | 78.84 | 91.3% | 26.7% | 55.64 | 92.5% | 17.4% |
| 30Δ | 75.33 | 88.1% | 22.0% | 57.73 | 95.9% | 15.7% |
| 35Δ | 72.81 | 88.2% | 19.0% | 59.92 | 96.3% | 13.7% |
| 40Δ | 70.84 | 92.3% | 17.3% | 62.13 | 99.7% | 12.3% |
| 45Δ | 67.97 | 84.5% | 13.4% | 64.65 | 108.0% | 11.4% |
| 50Δ | 66.19 | 89.8% | 12.2% | 67.38 | 111.5% | 10.1% |
| 55Δ | 63.94 | 80.3% | 9.2% | 70.38 | 114.8% | 8.8% |
| 60Δ | 62.11 | 83.4% | 8.0% | 73.73 | 118.0% | 7.6% |
| 65Δ | 60.27 | 81.0% | 6.4% | 76.74 | 116.1% | 6.1% |
| 70Δ | 58.74 | 74.0% | 4.7% | 81.53 | 122.3% | 5.1% |
| 75Δ | 57.22 | 70.5% | 3.6% | 87.34 | 128.2% | 4.1% |
| 80Δ | 54.99 | 73.9% | 2.8% | |||
No recorded observations