Share price$60.56
1D-0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:49:56.755Z
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 · 2026-10-22T14:48:14.501339718Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 71.55 | 56.6% | 19.8% | |||
| 25Δ | 69.02 | 53.0% | 16.0% | 56.07 | 43.6% | 9.4% |
| 30Δ | 66.48 | 49.3% | 12.2% | 57.15 | 41.7% | 8.0% |
| 35Δ | 64.56 | 46.5% | 9.5% | 58.23 | 39.8% | 6.7% |
| 40Δ | 63.51 | 45.0% | 8.3% | 59.31 | 37.9% | 5.3% |
| 45Δ | 62.45 | 43.4% | 7.0% | 60.19 | 35.9% | 4.3% |
| 50Δ | 61.40 | 41.8% | 5.8% | 60.71 | 33.9% | 3.8% |
| 55Δ | 60.34 | 40.2% | 4.6% | 61.22 | 31.9% | 3.3% |
| 60Δ | 59.13 | 42.6% | 3.9% | 61.74 | 29.9% | 2.8% |
| 65Δ | 57.84 | 46.8% | 3.5% | 62.26 | 27.9% | 2.4% |
| 70Δ | 56.55 | 51.1% | 3.2% | 62.78 | 25.9% | 1.9% |
| 75Δ | 55.26 | 55.3% | 2.8% | 63.29 | 23.8% | 1.4% |
| 80Δ | 53.01 | 61.8% | 2.3% | 63.81 | 21.8% | 0.9% |
No recorded observations