Share price$78.67
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:55:20.858Z
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 · 2026-10-22T22:30:07.268930093Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.34 | 22.2% | 6.7% | 74.34 | 26.4% | 6.4% |
| 25Δ | 82.60 | 22.4% | 5.9% | 75.17 | 27.3% | 5.6% |
| 30Δ | 81.82 | 22.7% | 5.2% | 76.14 | 25.9% | 4.7% |
| 35Δ | 81.11 | 22.7% | 4.6% | 77.13 | 23.0% | 3.5% |
| 40Δ | 80.40 | 22.7% | 4.0% | 77.81 | 22.5% | 3.0% |
| 45Δ | 79.72 | 22.7% | 3.4% | 78.44 | 21.8% | 2.5% |
| 50Δ | 79.08 | 22.8% | 3.0% | 79.05 | 20.9% | 2.0% |
| 55Δ | 78.40 | 24.4% | 2.7% | 79.60 | 20.2% | 1.6% |
| 60Δ | 77.65 | 26.2% | 2.5% | 80.15 | 19.6% | 1.2% |
| 65Δ | 76.82 | 27.4% | 2.2% | 80.71 | 19.3% | 0.9% |
| 70Δ | 76.02 | 27.3% | 1.8% | 81.28 | 18.9% | 0.7% |
| 75Δ | 75.22 | 26.7% | 1.5% | 81.85 | 18.4% | 0.4% |
| 80Δ | 74.22 | 27.0% | 1.2% | 82.35 | 17.4% | 0.2% |
No recorded observations