Share price$69.87
1D+1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:41:05.540Z
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 · 2026-10-23T00:00:00.137492907Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.21 | 43.1% | 13.2% | 62.02 | 57.0% | 13.2% |
| 25Δ | 75.89 | 38.8% | 10.2% | 64.23 | 51.3% | 10.4% |
| 30Δ | 75.16 | 42.5% | 9.7% | 65.93 | 47.4% | 8.4% |
| 35Δ | 73.66 | 39.7% | 7.9% | 67.10 | 48.7% | 7.5% |
| 40Δ | 72.53 | 39.4% | 6.8% | 68.40 | 45.5% | 6.1% |
| 45Δ | 71.53 | 39.6% | 5.9% | 69.54 | 45.5% | 5.2% |
| 50Δ | 70.54 | 41.8% | 5.4% | 70.69 | 46.3% | 4.5% |
| 55Δ | 69.55 | 44.2% | 4.9% | 71.85 | 46.2% | 3.8% |
| 60Δ | 68.54 | 41.2% | 3.9% | 73.02 | 45.8% | 3.1% |
| 65Δ | 67.50 | 40.4% | 3.2% | 74.26 | 45.5% | 2.5% |
| 70Δ | 66.41 | 40.9% | 2.6% | 75.61 | 45.6% | 2.0% |
| 75Δ | 64.89 | 44.7% | 2.3% | 77.18 | 46.2% | 1.5% |
| 80Δ | 63.38 | 46.3% | 1.9% | 78.99 | 46.7% | 1.0% |
No recorded observations