Share price$96.38
1D-0.8%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:43:07.152Z
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 · 2026-10-23T16:42:01.251716359Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 107.94 | 43.3% | 13.3% | 87.61 | 45.6% | 10.6% |
| 25Δ | 105.15 | 41.4% | 10.7% | 89.77 | 43.3% | 8.8% |
| 30Δ | 103.45 | 41.3% | 9.4% | 91.57 | 41.4% | 7.3% |
| 35Δ | 101.81 | 41.3% | 8.2% | 93.17 | 39.8% | 6.1% |
| 40Δ | 100.17 | 41.3% | 7.0% | 94.59 | 38.7% | 5.1% |
| 45Δ | 98.71 | 41.0% | 6.0% | 95.91 | 38.1% | 4.3% |
| 50Δ | 97.28 | 40.9% | 5.2% | 97.19 | 37.7% | 3.6% |
| 55Δ | 95.88 | 42.1% | 4.6% | 98.51 | 37.8% | 3.1% |
| 60Δ | 94.46 | 42.8% | 3.9% | 99.85 | 38.1% | 2.5% |
| 65Δ | 93.01 | 42.5% | 3.3% | 101.61 | 39.4% | 2.1% |
| 70Δ | 91.47 | 42.6% | 2.7% | 103.44 | 40.8% | 1.7% |
| 75Δ | 89.86 | 42.8% | 2.2% | 105.34 | 42.1% | 1.3% |
| 80Δ | 88.25 | 41.8% | 1.7% | 107.71 | 42.5% | 0.9% |
No recorded observations