Share price$63.57
1D+2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:09:53.706Z
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 · 2026-10-22T23:00:00.002188492Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.00 | 53.9% | 17.9% | 60.17 | 25.2% | 6.2% |
| 25Δ | 71.64 | 45.5% | 14.2% | 60.80 | 25.3% | 5.6% |
| 30Δ | 69.28 | 37.2% | 10.6% | 61.42 | 25.4% | 5.1% |
| 35Δ | 66.92 | 28.8% | 6.9% | 62.04 | 25.5% | 4.5% |
| 40Δ | 64.89 | 22.1% | 3.8% | 62.66 | 25.6% | 3.9% |
| 45Δ | 64.31 | 22.4% | 3.5% | 63.28 | 25.7% | 3.3% |
| 50Δ | 63.73 | 22.7% | 3.2% | 63.90 | 25.8% | 2.8% |
| 55Δ | 63.15 | 23.0% | 2.8% | 64.52 | 25.9% | 2.2% |
| 60Δ | 62.56 | 23.2% | 2.5% | 65.17 | 25.9% | 1.7% |
| 65Δ | 61.98 | 23.5% | 2.1% | 65.96 | 25.7% | 1.4% |
| 70Δ | 61.40 | 23.8% | 1.8% | 66.75 | 25.4% | 1.1% |
| 75Δ | 60.82 | 24.1% | 1.5% | 67.54 | 25.2% | 0.8% |
| 80Δ | 60.23 | 24.4% | 1.1% | 68.33 | 25.0% | 0.6% |
No recorded observations