Share price$85.00
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:10:06.767Z
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 · 2026-10-22T20:10:00.001526676Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 95.24 | 43.3% | 13.3% | 76.73 | 46.8% | 11.3% |
| 25Δ | 93.49 | 43.5% | 11.8% | 78.69 | 45.3% | 9.5% |
| 30Δ | 91.83 | 43.8% | 10.3% | 80.46 | 44.1% | 7.9% |
| 35Δ | 90.16 | 44.1% | 8.8% | 81.83 | 43.6% | 6.9% |
| 40Δ | 88.75 | 44.4% | 7.8% | 83.20 | 43.0% | 5.9% |
| 45Δ | 87.36 | 44.7% | 6.9% | 84.57 | 42.4% | 4.9% |
| 50Δ | 85.97 | 45.0% | 5.9% | 85.94 | 42.5% | 4.2% |
| 55Δ | 84.58 | 45.2% | 5.0% | 87.32 | 42.9% | 3.6% |
| 60Δ | 83.19 | 45.1% | 4.3% | 88.70 | 43.3% | 3.0% |
| 65Δ | 81.80 | 45.1% | 3.6% | 90.07 | 43.5% | 2.4% |
| 70Δ | 80.40 | 45.0% | 2.9% | 91.36 | 41.7% | 1.9% |
| 75Δ | 78.45 | 47.1% | 2.4% | 92.65 | 39.8% | 1.4% |
| 80Δ | 76.27 | 50.1% | 2.0% | 93.93 | 38.0% | 0.9% |
No recorded observations