Share price$63.00
1D-1.1%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T18:38:15.590Z
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 · 2026-10-23T18:38:11.670829339Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.39 | 61.4% | 19.8% | 54.92 | 56.8% | 14.3% |
| 25Δ | 71.34 | 49.5% | 14.9% | 60.00 | 29.5% | 6.0% |
| 30Δ | 68.28 | 37.6% | 10.0% | 60.64 | 29.0% | 5.4% |
| 35Δ | 65.23 | 25.8% | 5.1% | 61.27 | 28.4% | 4.8% |
| 40Δ | 64.46 | 24.9% | 4.4% | 61.90 | 27.9% | 4.2% |
| 45Δ | 63.87 | 25.0% | 4.0% | 62.54 | 27.3% | 3.6% |
| 50Δ | 63.29 | 25.0% | 3.5% | 63.17 | 26.8% | 3.0% |
| 55Δ | 62.71 | 25.0% | 3.1% | 63.81 | 26.2% | 2.4% |
| 60Δ | 62.12 | 25.1% | 2.7% | 64.44 | 25.7% | 1.8% |
| 65Δ | 61.54 | 25.1% | 2.3% | 65.11 | 25.3% | 1.3% |
| 70Δ | 60.95 | 25.1% | 1.9% | 66.07 | 25.7% | 1.0% |
| 75Δ | 60.37 | 25.2% | 1.5% | 67.04 | 26.2% | 0.8% |
| 80Δ | 59.34 | 26.7% | 1.1% | 68.00 | 26.6% | 0.5% |
No recorded observations