Share price$83.72
1D+4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:06:42.762Z
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 · 2026-10-22T20:00:04.686160521Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 70.78 | 83.5% | 18.4% | |||
| 25Δ | 99.72 | 77.4% | 22.0% | 75.54 | 63.7% | 12.7% |
| 30Δ | 93.37 | 60.1% | 14.4% | 78.71 | 48.9% | 8.7% |
| 35Δ | 89.51 | 48.1% | 9.8% | 80.72 | 42.0% | 6.6% |
| 40Δ | 87.51 | 40.6% | 7.5% | 81.94 | 40.6% | 5.6% |
| 45Δ | 85.52 | 33.1% | 5.1% | 83.17 | 39.2% | 4.7% |
| 50Δ | 84.21 | 32.1% | 4.2% | 84.39 | 37.9% | 3.8% |
| 55Δ | 83.14 | 33.4% | 3.7% | 85.52 | 36.6% | 3.1% |
| 60Δ | 82.08 | 34.6% | 3.3% | 86.57 | 35.6% | 2.5% |
| 65Δ | 81.01 | 35.9% | 2.8% | 87.61 | 34.5% | 2.0% |
| 70Δ | 79.94 | 37.0% | 2.4% | 88.66 | 33.4% | 1.5% |
| 75Δ | 78.68 | 36.0% | 2.0% | 89.70 | 32.4% | 1.0% |
| 80Δ | 77.43 | 34.9% | 1.6% | 91.62 | 33.5% | 0.7% |
No recorded observations