Share price$98.42
1D+2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:37:22.307Z
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 · 2026-10-22T23:00:00.003721639Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 109.77 | 41.6% | 12.8% | 88.95 | 47.6% | 11.2% |
| 25Δ | 107.78 | 41.6% | 11.2% | 91.29 | 45.3% | 9.3% |
| 30Δ | 105.79 | 41.5% | 9.6% | 93.12 | 44.8% | 8.0% |
| 35Δ | 104.01 | 40.6% | 8.2% | 94.86 | 43.7% | 6.7% |
| 40Δ | 102.37 | 39.2% | 7.0% | 96.41 | 44.1% | 5.9% |
| 45Δ | 100.72 | 37.7% | 5.7% | 97.92 | 43.8% | 5.0% |
| 50Δ | 99.29 | 36.1% | 4.7% | 99.36 | 41.4% | 4.1% |
| 55Δ | 98.03 | 34.4% | 3.8% | 101.03 | 41.6% | 3.4% |
| 60Δ | 96.82 | 33.5% | 3.2% | 102.88 | 43.8% | 3.0% |
| 65Δ | 95.64 | 33.2% | 2.7% | 104.73 | 46.1% | 2.5% |
| 70Δ | 94.10 | 35.2% | 2.3% | 106.64 | 45.8% | 2.0% |
| 75Δ | 92.26 | 38.7% | 2.0% | 108.57 | 45.2% | 1.5% |
| 80Δ | 90.94 | 36.8% | 1.5% | 112.19 | 49.3% | 1.1% |
No recorded observations