Share price$83.70
1D+4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:29:06.099Z
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 · 2026-10-22T21:30:32.081598394Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 70.77 | 83.6% | 18.4% | |||
| 25Δ | 99.70 | 77.6% | 22.0% | 75.53 | 63.8% | 12.7% |
| 30Δ | 93.35 | 60.2% | 14.5% | 78.68 | 49.0% | 8.8% |
| 35Δ | 89.50 | 48.2% | 9.9% | 80.71 | 42.0% | 6.6% |
| 40Δ | 87.49 | 40.7% | 7.5% | 81.93 | 40.6% | 5.6% |
| 45Δ | 85.49 | 33.1% | 5.1% | 83.15 | 39.2% | 4.7% |
| 50Δ | 84.19 | 32.3% | 4.2% | 84.36 | 37.8% | 3.8% |
| 55Δ | 83.12 | 33.5% | 3.7% | 85.50 | 36.5% | 3.0% |
| 60Δ | 82.05 | 34.8% | 3.3% | 86.54 | 35.5% | 2.5% |
| 65Δ | 80.98 | 36.1% | 2.9% | 87.57 | 34.4% | 2.0% |
| 70Δ | 79.90 | 37.2% | 2.4% | 88.61 | 33.3% | 1.5% |
| 75Δ | 78.64 | 36.2% | 2.0% | 89.65 | 32.2% | 1.0% |
| 80Δ | 77.37 | 35.2% | 1.6% | 91.50 | 33.2% | 0.7% |
No recorded observations