Share price$70.61
1D-2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:05:52.300Z
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 · 2026-10-22T20:10:00.002089081Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 81.25 | 52.3% | 16.6% | 63.65 | 48.6% | 11.5% |
| 25Δ | 78.66 | 49.6% | 13.3% | 65.20 | 48.4% | 9.9% |
| 30Δ | 76.76 | 48.0% | 11.1% | 66.50 | 48.8% | 8.7% |
| 35Δ | 75.42 | 48.9% | 9.8% | 67.79 | 48.9% | 7.5% |
| 40Δ | 74.09 | 49.1% | 8.6% | 69.04 | 47.8% | 6.4% |
| 45Δ | 72.77 | 48.9% | 7.4% | 70.29 | 47.3% | 5.4% |
| 50Δ | 71.52 | 49.0% | 6.4% | 71.55 | 48.8% | 4.7% |
| 55Δ | 70.28 | 49.1% | 5.4% | 72.80 | 49.8% | 4.1% |
| 60Δ | 69.15 | 47.2% | 4.5% | 74.05 | 48.8% | 3.3% |
| 65Δ | 68.04 | 44.9% | 3.6% | 75.49 | 49.2% | 2.7% |
| 70Δ | 66.96 | 42.9% | 2.8% | 77.58 | 53.8% | 2.3% |
| 75Δ | 65.90 | 41.4% | 2.2% | 79.65 | 55.2% | 1.8% |
| 80Δ | 64.77 | 40.2% | 1.6% | 82.68 | 58.3% | 1.3% |
No recorded observations