Share price$74.49
1D-18.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:25:34.510Z
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 · 2026-10-22T23:58:09.176257389Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 96.65 | 95.1% | 32.4% | 61.69 | 96.8% | 20.6% |
| 25Δ | 93.16 | 98.1% | 28.7% | 64.67 | 96.0% | 17.8% |
| 30Δ | 90.27 | 102.4% | 25.9% | 67.27 | 96.5% | 15.7% |
| 35Δ | 85.69 | 95.2% | 20.5% | 69.83 | 97.2% | 13.7% |
| 40Δ | 82.61 | 93.9% | 17.4% | 72.33 | 96.1% | 11.9% |
| 45Δ | 79.84 | 93.7% | 14.8% | 74.83 | 95.0% | 10.1% |
| 50Δ | 77.29 | 93.0% | 12.6% | 77.47 | 96.0% | 8.8% |
| 55Δ | 74.76 | 92.2% | 10.5% | 80.12 | 97.0% | 7.5% |
| 60Δ | 72.40 | 90.5% | 8.7% | 82.70 | 95.0% | 6.2% |
| 65Δ | 70.04 | 88.8% | 7.0% | 85.54 | 94.3% | 5.0% |
| 70Δ | 67.64 | 88.7% | 5.7% | 90.44 | 103.2% | 4.4% |
| 75Δ | 65.24 | 88.6% | 4.4% | 94.27 | 102.6% | 3.3% |
| 80Δ | 62.23 | 91.1% | 3.5% | 100.46 | 107.8% | 2.5% |
No recorded observations