Share price$62.21
1D+2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:25:41.202Z
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 · 2026-10-22T23:00:00.002713502Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 69.12 | 39.2% | 12.3% | 55.68 | 52.2% | 12.2% |
| 25Δ | 67.86 | 38.5% | 10.6% | 57.06 | 50.4% | 10.5% |
| 30Δ | 66.61 | 37.8% | 9.0% | 58.43 | 48.7% | 8.9% |
| 35Δ | 65.35 | 37.2% | 7.4% | 59.81 | 47.0% | 7.2% |
| 40Δ | 64.44 | 36.4% | 6.4% | 60.85 | 46.2% | 6.2% |
| 45Δ | 63.67 | 35.6% | 5.6% | 61.83 | 45.5% | 5.4% |
| 50Δ | 62.90 | 34.8% | 4.9% | 62.82 | 44.8% | 4.6% |
| 55Δ | 62.12 | 34.0% | 4.2% | 63.80 | 44.0% | 3.8% |
| 60Δ | 61.35 | 33.2% | 3.4% | 64.78 | 43.3% | 2.9% |
| 65Δ | 60.58 | 32.4% | 2.7% | 66.09 | 44.2% | 2.4% |
| 70Δ | 59.78 | 31.5% | 2.1% | 67.49 | 45.4% | 1.9% |
| 75Δ | 58.91 | 29.9% | 1.7% | 68.89 | 46.7% | 1.5% |
| 80Δ | 58.04 | 28.4% | 1.3% | 70.95 | 50.1% | 1.1% |
No recorded observations