Share price$79.75
1D-1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:35:54.482Z
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 · 2026-10-22T15:35:50.748624627Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 92.67 | 55.7% | 17.8% | 73.22 | 38.2% | 9.4% |
| 25Δ | 89.04 | 50.1% | 13.6% | 75.34 | 33.5% | 7.0% |
| 30Δ | 86.80 | 47.4% | 11.2% | 76.35 | 33.4% | 6.2% |
| 35Δ | 84.73 | 45.1% | 9.1% | 77.35 | 33.2% | 5.5% |
| 40Δ | 83.37 | 44.4% | 7.9% | 78.35 | 33.1% | 4.7% |
| 45Δ | 82.01 | 43.7% | 6.8% | 79.36 | 33.0% | 3.9% |
| 50Δ | 80.65 | 43.0% | 5.7% | 80.38 | 33.0% | 3.2% |
| 55Δ | 79.42 | 42.0% | 4.7% | 81.43 | 33.2% | 2.8% |
| 60Δ | 78.33 | 40.6% | 4.0% | 82.47 | 33.4% | 2.3% |
| 65Δ | 77.23 | 39.2% | 3.3% | 83.52 | 33.7% | 1.9% |
| 70Δ | 76.14 | 37.8% | 2.6% | 84.57 | 33.9% | 1.4% |
| 75Δ | 75.04 | 36.4% | 1.9% | 85.91 | 34.0% | 1.1% |
| 80Δ | 72.62 | 38.5% | 1.6% | 87.46 | 34.0% | 0.7% |
No recorded observations