Share price$62.73
1D-0.0%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T14:48:59.474Z
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 · 2026-10-22T14:48:56.966433983Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 69.97 | 41.8% | 12.8% | 56.58 | 46.1% | 11.4% |
| 25Δ | 68.77 | 41.2% | 11.3% | 57.95 | 44.9% | 9.7% |
| 30Δ | 67.56 | 40.6% | 9.8% | 59.32 | 43.6% | 8.0% |
| 35Δ | 66.35 | 39.9% | 8.3% | 60.48 | 42.9% | 6.7% |
| 40Δ | 65.15 | 39.3% | 6.8% | 61.45 | 42.9% | 5.9% |
| 45Δ | 64.20 | 39.5% | 6.0% | 62.42 | 42.8% | 5.2% |
| 50Δ | 63.30 | 39.8% | 5.3% | 63.39 | 42.7% | 4.4% |
| 55Δ | 62.39 | 40.0% | 4.6% | 64.36 | 42.7% | 3.6% |
| 60Δ | 61.48 | 40.3% | 4.0% | 65.42 | 42.8% | 2.9% |
| 65Δ | 60.57 | 40.6% | 3.3% | 66.65 | 43.2% | 2.4% |
| 70Δ | 59.51 | 41.1% | 2.7% | 67.88 | 43.5% | 1.9% |
| 75Δ | 58.18 | 42.3% | 2.2% | 69.11 | 43.9% | 1.4% |
| 80Δ | 56.85 | 43.4% | 1.8% | 70.71 | 44.9% | 1.0% |
No recorded observations