Share price$73.36
1D+2.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:22:20.919Z
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 · 2026-10-22T23:00:00.004094542Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 91.41 | 80.2% | 26.9% | 62.67 | 76.4% | 17.2% |
| 25Δ | 82.80 | 54.4% | 15.0% | 65.82 | 66.9% | 13.4% |
| 30Δ | 79.59 | 47.0% | 10.9% | 68.00 | 61.1% | 10.9% |
| 35Δ | 78.28 | 48.0% | 9.8% | 70.12 | 55.8% | 8.5% |
| 40Δ | 76.97 | 49.1% | 8.7% | 71.58 | 55.7% | 7.5% |
| 45Δ | 75.67 | 50.1% | 7.6% | 73.04 | 55.6% | 6.4% |
| 50Δ | 74.36 | 50.5% | 6.6% | 74.50 | 55.5% | 5.4% |
| 55Δ | 73.05 | 50.1% | 5.7% | 75.89 | 54.4% | 4.5% |
| 60Δ | 71.74 | 49.7% | 4.8% | 77.25 | 52.8% | 3.7% |
| 65Δ | 70.43 | 49.3% | 3.9% | 78.61 | 51.2% | 2.9% |
| 70Δ | 68.64 | 52.5% | 3.3% | 79.97 | 49.6% | 2.1% |
| 75Δ | 66.61 | 57.3% | 2.9% | 81.89 | 49.7% | 1.6% |
| 80Δ | 64.64 | 60.5% | 2.4% | 83.82 | 49.8% | 1.1% |
No recorded observations