Share price$81.87
1D+2.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:47:14.341Z
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 · 2026-10-22T14:46:04.330662764Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 103.02 | 83.4% | 28.2% | 68.69 | 88.1% | 19.2% |
| 25Δ | 99.04 | 83.5% | 24.1% | 71.69 | 87.3% | 16.6% |
| 30Δ | 95.02 | 81.0% | 19.9% | 74.58 | 83.9% | 14.0% |
| 35Δ | 92.23 | 81.7% | 17.5% | 77.04 | 86.1% | 12.5% |
| 40Δ | 89.32 | 80.7% | 14.8% | 79.54 | 87.2% | 11.0% |
| 45Δ | 86.53 | 78.8% | 12.4% | 82.01 | 85.3% | 9.3% |
| 50Δ | 84.37 | 82.2% | 11.1% | 84.52 | 84.9% | 8.0% |
| 55Δ | 81.93 | 81.0% | 9.3% | 87.13 | 85.3% | 6.8% |
| 60Δ | 79.57 | 78.3% | 7.5% | 90.14 | 87.5% | 5.8% |
| 65Δ | 77.26 | 79.0% | 6.3% | 94.22 | 93.6% | 5.1% |
| 70Δ | 74.96 | 78.2% | 5.0% | 98.11 | 95.3% | 4.1% |
| 75Δ | 72.87 | 74.6% | 3.8% | 102.97 | 98.2% | 3.2% |
| 80Δ | 69.94 | 77.9% | 3.0% | 109.10 | 102.0% | 2.4% |
No recorded observations