Share price$85.00
1D+3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:57:24.751Z
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 · 2026-10-22T21:41:40.651232211Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 98.72 | 55.9% | 17.8% | 75.34 | 57.5% | 13.3% |
| 25Δ | 96.15 | 56.0% | 15.3% | 77.33 | 57.4% | 11.7% |
| 30Δ | 94.01 | 57.2% | 13.5% | 79.32 | 57.2% | 10.1% |
| 35Δ | 92.22 | 59.3% | 12.2% | 81.15 | 57.3% | 8.8% |
| 40Δ | 90.43 | 61.4% | 10.9% | 82.90 | 57.4% | 7.6% |
| 45Δ | 88.51 | 60.7% | 9.4% | 84.65 | 57.5% | 6.5% |
| 50Δ | 86.56 | 59.1% | 7.9% | 86.31 | 56.3% | 5.5% |
| 55Δ | 84.65 | 57.9% | 6.5% | 87.94 | 54.9% | 4.6% |
| 60Δ | 82.86 | 58.2% | 5.5% | 89.58 | 53.4% | 3.7% |
| 65Δ | 81.08 | 58.5% | 4.6% | 91.59 | 53.9% | 3.0% |
| 70Δ | 79.20 | 58.7% | 3.8% | 93.74 | 55.0% | 2.4% |
| 75Δ | 77.18 | 58.8% | 3.0% | 95.98 | 55.3% | 1.8% |
| 80Δ | 75.16 | 58.9% | 2.3% | 98.36 | 54.5% | 1.3% |
No recorded observations