Share price$60.40
1D+2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:48:57.940Z
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 · 2026-10-22T20:00:00.63530725Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.08 | 43.6% | 10.3% | |||
| 25Δ | 64.97 | 34.1% | 8.9% | 56.94 | 35.5% | 7.3% |
| 30Δ | 63.36 | 27.7% | 6.3% | 58.13 | 30.7% | 5.5% |
| 35Δ | 62.39 | 24.0% | 4.8% | 59.03 | 27.1% | 4.1% |
| 40Δ | 61.70 | 21.4% | 3.8% | 59.68 | 24.5% | 3.2% |
| 45Δ | 61.14 | 19.4% | 3.0% | 60.22 | 22.3% | 2.5% |
| 50Δ | 60.74 | 17.9% | 2.5% | 60.67 | 20.4% | 1.9% |
| 55Δ | 60.38 | 16.5% | 2.0% | 61.11 | 19.1% | 1.4% |
| 60Δ | 60.02 | 15.1% | 1.6% | 61.53 | 19.0% | 1.2% |
| 65Δ | 59.75 | 14.3% | 1.4% | 61.94 | 18.9% | 0.9% |
| 70Δ | 59.49 | 13.4% | 1.1% | 62.47 | 19.4% | 0.7% |
| 75Δ | 59.22 | 12.6% | 0.9% | 63.03 | 19.9% | 0.5% |
| 80Δ | 58.86 | 12.1% | 0.7% | 63.94 | 21.9% | 0.3% |
No recorded observations