Share price$66.87
1D+2.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:55:19.484Z
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 · 2026-10-22T22:30:00.004096542Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 79.67 | 65.2% | 21.1% | 56.69 | 80.4% | 18.0% |
| 25Δ | 77.93 | 68.6% | 19.3% | 59.44 | 74.5% | 14.6% |
| 30Δ | 76.19 | 72.0% | 17.5% | 61.42 | 74.3% | 12.7% |
| 35Δ | 74.38 | 74.4% | 15.7% | 63.21 | 75.6% | 11.3% |
| 40Δ | 72.42 | 74.6% | 13.7% | 65.00 | 76.8% | 9.8% |
| 45Δ | 70.45 | 74.8% | 11.7% | 66.68 | 74.1% | 8.4% |
| 50Δ | 68.61 | 75.1% | 10.1% | 68.35 | 71.3% | 7.0% |
| 55Δ | 66.81 | 75.5% | 8.7% | 70.03 | 68.7% | 5.5% |
| 60Δ | 65.01 | 75.8% | 7.2% | 71.93 | 69.0% | 4.7% |
| 65Δ | 63.21 | 75.1% | 6.0% | 73.82 | 69.4% | 3.8% |
| 70Δ | 61.41 | 74.3% | 4.9% | 75.81 | 69.2% | 3.0% |
| 75Δ | 59.44 | 74.6% | 3.8% | 77.96 | 68.3% | 2.3% |
| 80Δ | 56.83 | 79.0% | 3.0% | 80.14 | 67.3% | 1.6% |
No recorded observations