Share price$71.85
1D-1.3%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T14:05:54.944Z
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 · 2026-10-22T14:05:48.871135845Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 94.26 | 97.1% | 33.9% | 59.56 | 95.3% | 20.5% |
| 25Δ | 90.80 | 100.2% | 30.1% | 62.26 | 95.7% | 18.1% |
| 30Δ | 87.00 | 99.7% | 25.7% | 64.84 | 96.6% | 15.8% |
| 35Δ | 83.44 | 98.4% | 21.8% | 67.32 | 96.2% | 13.8% |
| 40Δ | 80.24 | 97.3% | 18.4% | 69.80 | 95.6% | 11.9% |
| 45Δ | 77.51 | 97.1% | 15.9% | 72.32 | 96.5% | 10.4% |
| 50Δ | 74.82 | 97.1% | 13.4% | 74.85 | 97.4% | 9.0% |
| 55Δ | 72.32 | 97.5% | 11.5% | 77.45 | 96.7% | 7.6% |
| 60Δ | 69.81 | 98.0% | 9.6% | 80.07 | 96.0% | 6.3% |
| 65Δ | 67.28 | 98.4% | 8.0% | 83.03 | 95.8% | 5.2% |
| 70Δ | 64.73 | 98.9% | 6.5% | 86.26 | 96.0% | 4.1% |
| 75Δ | 61.92 | 100.1% | 5.2% | 90.02 | 97.2% | 3.2% |
| 80Δ | 59.07 | 100.4% | 3.9% | 95.72 | 101.9% | 2.4% |
No recorded observations