Share price$90.96
1D-0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:06:46.105Z
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 · 2026-10-22T20:10:00.001409706Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 97.37 | 26.2% | 7.8% | 85.61 | 27.8% | 6.8% |
| 25Δ | 96.18 | 25.8% | 6.8% | 86.81 | 27.4% | 5.8% |
| 30Δ | 95.00 | 25.5% | 5.8% | 87.89 | 27.1% | 4.9% |
| 35Δ | 94.09 | 25.4% | 5.1% | 88.82 | 27.0% | 4.2% |
| 40Δ | 93.19 | 25.3% | 4.4% | 89.75 | 26.9% | 3.6% |
| 45Δ | 92.30 | 25.4% | 3.8% | 90.63 | 26.6% | 3.1% |
| 50Δ | 91.46 | 25.8% | 3.4% | 91.48 | 26.3% | 2.6% |
| 55Δ | 90.63 | 26.1% | 3.0% | 92.34 | 26.1% | 2.1% |
| 60Δ | 89.79 | 26.3% | 2.5% | 93.32 | 26.6% | 1.7% |
| 65Δ | 88.95 | 25.8% | 2.1% | 94.33 | 27.3% | 1.4% |
| 70Δ | 88.10 | 25.3% | 1.8% | 95.51 | 28.3% | 1.1% |
| 75Δ | 87.24 | 24.8% | 1.4% | 96.98 | 29.9% | 0.9% |
| 80Δ | 86.33 | 23.9% | 1.1% | 98.67 | 31.0% | 0.6% |
No recorded observations