Share price$81.18
1D-2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:22:30.626Z
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 · 2026-10-22T20:00:04.264529139Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 93.30 | 51.9% | 16.5% | 73.79 | 43.6% | 10.6% |
| 25Δ | 90.71 | 50.8% | 13.7% | 75.60 | 42.8% | 8.9% |
| 30Δ | 88.53 | 48.4% | 11.5% | 76.89 | 43.8% | 7.9% |
| 35Δ | 86.49 | 45.6% | 9.4% | 78.19 | 44.8% | 7.0% |
| 40Δ | 84.66 | 43.5% | 7.6% | 79.48 | 45.8% | 6.1% |
| 45Δ | 83.38 | 43.4% | 6.7% | 80.70 | 45.1% | 5.3% |
| 50Δ | 82.10 | 43.3% | 5.8% | 81.88 | 43.3% | 4.4% |
| 55Δ | 80.82 | 43.1% | 4.9% | 83.05 | 41.5% | 3.6% |
| 60Δ | 79.44 | 43.8% | 4.1% | 84.22 | 39.8% | 2.8% |
| 65Δ | 77.90 | 45.9% | 3.6% | 85.61 | 39.2% | 2.1% |
| 70Δ | 76.36 | 48.0% | 3.1% | 87.42 | 41.2% | 1.7% |
| 75Δ | 74.73 | 50.1% | 2.6% | 89.23 | 43.2% | 1.4% |
| 80Δ | 72.48 | 52.3% | 2.1% | 91.25 | 43.9% | 1.0% |
No recorded observations