Share price$71.12
1D-2.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:21:50.259Z
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 · 2026-10-22T23:00:00.001484393Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.15 | 57.1% | 18.5% | 65.53 | 37.2% | 9.1% |
| 25Δ | 78.77 | 46.5% | 12.7% | 66.63 | 36.5% | 8.0% |
| 30Δ | 77.31 | 46.8% | 11.1% | 67.73 | 35.8% | 6.9% |
| 35Δ | 75.85 | 47.2% | 9.6% | 68.83 | 35.1% | 5.7% |
| 40Δ | 74.49 | 47.0% | 8.3% | 69.93 | 34.4% | 4.6% |
| 45Δ | 73.28 | 46.2% | 7.2% | 70.83 | 34.2% | 4.0% |
| 50Δ | 72.06 | 45.4% | 6.1% | 71.72 | 34.0% | 3.5% |
| 55Δ | 70.85 | 44.6% | 5.1% | 72.60 | 33.9% | 3.0% |
| 60Δ | 69.59 | 44.6% | 4.2% | 73.49 | 33.8% | 2.4% |
| 65Δ | 68.21 | 46.3% | 3.6% | 74.38 | 33.6% | 1.9% |
| 70Δ | 66.83 | 48.0% | 3.1% | 75.31 | 33.1% | 1.4% |
| 75Δ | 65.45 | 49.7% | 2.5% | 76.34 | 31.8% | 1.1% |
| 80Δ | 63.42 | 52.7% | 2.1% | 77.37 | 30.5% | 0.7% |
No recorded observations