Share price$74.71
1D-18.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:59:41.586Z
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 · 2026-10-22T22:59:12.077361049Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 96.72 | 92.6% | 32.1% | 61.81 | 95.9% | 20.8% |
| 25Δ | 93.22 | 95.4% | 28.4% | 64.82 | 95.2% | 17.9% |
| 30Δ | 90.33 | 99.6% | 25.6% | 67.44 | 95.8% | 15.8% |
| 35Δ | 85.86 | 92.8% | 20.3% | 70.03 | 96.6% | 13.8% |
| 40Δ | 82.74 | 91.1% | 17.1% | 72.56 | 95.5% | 12.0% |
| 45Δ | 79.97 | 90.8% | 14.6% | 75.10 | 94.6% | 10.2% |
| 50Δ | 77.46 | 90.0% | 12.4% | 77.80 | 95.9% | 8.9% |
| 55Δ | 74.95 | 89.2% | 10.3% | 80.49 | 96.6% | 7.6% |
| 60Δ | 72.64 | 87.3% | 8.6% | 83.13 | 94.8% | 6.3% |
| 65Δ | 70.32 | 85.5% | 6.9% | 86.49 | 96.5% | 5.2% |
| 70Δ | 67.98 | 84.9% | 5.6% | 91.22 | 103.6% | 4.4% |
| 75Δ | 65.63 | 84.5% | 4.3% | 95.28 | 103.7% | 3.4% |
| 80Δ | 62.81 | 85.8% | 3.3% | 101.74 | 108.7% | 2.6% |
No recorded observations