Share price$74.28
1D+3.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:57:50.654Z
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 · 2026-10-22T15:57:07.01218655Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.22 | 41.9% | 13.3% | 64.57 | 67.6% | 15.4% |
| 25Δ | 81.34 | 41.1% | 11.2% | 66.65 | 67.2% | 13.4% |
| 30Δ | 79.67 | 40.6% | 9.3% | 68.63 | 66.8% | 11.6% |
| 35Δ | 78.51 | 41.0% | 8.4% | 70.53 | 66.0% | 9.9% |
| 40Δ | 77.36 | 41.4% | 7.4% | 72.24 | 64.3% | 8.5% |
| 45Δ | 76.20 | 41.8% | 6.4% | 73.96 | 62.6% | 7.2% |
| 50Δ | 75.04 | 42.2% | 5.4% | 75.63 | 61.2% | 5.9% |
| 55Δ | 73.93 | 41.9% | 4.8% | 77.23 | 60.2% | 5.0% |
| 60Δ | 72.83 | 41.4% | 4.1% | 78.83 | 59.1% | 4.1% |
| 65Δ | 71.72 | 41.0% | 3.4% | 80.49 | 58.2% | 3.2% |
| 70Δ | 70.61 | 40.6% | 2.7% | 82.33 | 57.5% | 2.6% |
| 75Δ | 69.32 | 40.5% | 2.1% | 84.17 | 56.8% | 1.9% |
| 80Δ | 67.80 | 40.7% | 1.7% | 86.68 | 57.3% | 1.3% |
No recorded observations