Share price$76.88
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:42:24.135Z
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 · 2026-10-22T23:00:00.001673003Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 91.85 | 65.7% | 21.4% | 66.35 | 71.2% | 16.2% |
| 25Δ | 88.78 | 64.8% | 18.0% | 68.64 | 71.2% | 14.1% |
| 30Δ | 86.62 | 66.1% | 15.9% | 70.81 | 70.5% | 12.1% |
| 35Δ | 84.48 | 67.0% | 13.9% | 72.82 | 68.7% | 10.4% |
| 40Δ | 82.40 | 66.4% | 12.0% | 74.83 | 67.0% | 8.7% |
| 45Δ | 80.33 | 65.7% | 10.1% | 76.67 | 66.6% | 7.5% |
| 50Δ | 78.48 | 65.1% | 8.7% | 78.49 | 66.3% | 6.4% |
| 55Δ | 76.68 | 64.4% | 7.3% | 80.31 | 65.7% | 5.3% |
| 60Δ | 74.87 | 64.0% | 6.0% | 82.10 | 64.3% | 4.4% |
| 65Δ | 72.79 | 67.8% | 5.3% | 83.90 | 62.9% | 3.5% |
| 70Δ | 70.71 | 71.6% | 4.6% | 85.95 | 62.2% | 2.7% |
| 75Δ | 68.46 | 73.0% | 3.7% | 88.40 | 62.7% | 2.1% |
| 80Δ | 66.12 | 73.3% | 2.9% | 91.02 | 62.7% | 1.5% |
No recorded observations