Share price$64.01
1D+2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:13:03.046Z
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 · 2026-10-22T20:15:33.795554974Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 76.66 | 58.2% | 21.3% | 58.01 | 43.6% | 10.9% |
| 25Δ | 69.63 | 39.0% | 10.4% | 59.56 | 42.5% | 8.9% |
| 30Δ | 68.62 | 39.2% | 9.3% | 60.73 | 43.0% | 7.7% |
| 35Δ | 67.61 | 39.5% | 8.2% | 61.74 | 44.1% | 7.0% |
| 40Δ | 66.60 | 39.7% | 7.2% | 62.76 | 45.1% | 6.2% |
| 45Δ | 65.59 | 39.9% | 6.1% | 63.78 | 46.2% | 5.4% |
| 50Δ | 64.59 | 40.4% | 5.2% | 64.80 | 47.3% | 4.6% |
| 55Δ | 63.59 | 41.2% | 4.6% | 65.83 | 46.5% | 3.9% |
| 60Δ | 62.58 | 41.9% | 4.0% | 66.85 | 45.2% | 3.3% |
| 65Δ | 61.58 | 42.7% | 3.4% | 67.88 | 43.9% | 2.6% |
| 70Δ | 60.58 | 43.5% | 2.8% | 68.90 | 42.6% | 2.0% |
| 75Δ | 59.33 | 44.5% | 2.3% | 69.93 | 41.3% | 1.3% |
| 80Δ | 57.73 | 46.0% | 1.8% | 72.92 | 48.0% | 1.0% |
No recorded observations