Share price$86.99
1D+2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:10:21.770Z
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 · 2026-10-22T20:10:00.000895604Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 93.74 | 28.5% | 8.7% | 77.15 | 53.8% | 13.0% |
| 25Δ | 92.64 | 29.5% | 7.7% | 82.70 | 30.2% | 6.3% |
| 30Δ | 91.60 | 30.1% | 6.9% | 83.62 | 31.8% | 5.7% |
| 35Δ | 90.58 | 30.7% | 6.1% | 84.55 | 33.5% | 5.2% |
| 40Δ | 89.55 | 30.2% | 5.3% | 85.51 | 32.6% | 4.4% |
| 45Δ | 88.54 | 28.6% | 4.4% | 86.51 | 29.5% | 3.5% |
| 50Δ | 87.52 | 27.0% | 3.5% | 87.50 | 26.3% | 2.5% |
| 55Δ | 86.70 | 26.7% | 3.0% | 88.58 | 28.9% | 2.3% |
| 60Δ | 85.88 | 26.4% | 2.6% | 89.66 | 31.4% | 2.1% |
| 65Δ | 85.06 | 26.1% | 2.1% | 90.85 | 32.6% | 1.7% |
| 70Δ | 83.89 | 27.9% | 1.9% | 92.09 | 33.2% | 1.4% |
| 75Δ | 82.70 | 29.9% | 1.6% | 94.57 | 38.9% | 1.2% |
| 80Δ | 81.16 | 30.7% | 1.3% | 96.40 | 39.2% | 0.8% |
No recorded observations