Share price$73.63
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:49:46.381Z
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 · 2026-10-22T23:00:00.002338292Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 85.60 | 56.4% | 17.9% | 66.25 | 50.1% | 11.8% |
| 25Δ | 80.67 | 42.0% | 11.2% | 67.45 | 53.8% | 10.8% |
| 30Δ | 79.07 | 41.6% | 9.5% | 68.99 | 53.4% | 9.4% |
| 35Δ | 78.02 | 43.7% | 8.7% | 70.54 | 50.8% | 7.8% |
| 40Δ | 76.89 | 44.8% | 7.8% | 72.06 | 44.1% | 5.9% |
| 45Δ | 75.67 | 45.1% | 6.8% | 73.27 | 42.0% | 4.8% |
| 50Δ | 74.48 | 44.5% | 5.8% | 74.36 | 41.6% | 4.1% |
| 55Δ | 73.32 | 42.9% | 4.8% | 75.47 | 41.4% | 3.4% |
| 60Δ | 72.12 | 42.7% | 4.0% | 76.61 | 41.2% | 2.8% |
| 65Δ | 70.80 | 45.6% | 3.5% | 77.73 | 40.9% | 2.2% |
| 70Δ | 69.47 | 47.3% | 3.0% | 78.80 | 39.5% | 1.7% |
| 75Δ | 68.12 | 46.9% | 2.4% | 79.87 | 38.1% | 1.2% |
| 80Δ | 66.49 | 47.7% | 1.9% | 85.71 | 48.3% | 0.9% |
No recorded observations