Share price$83.75
1D+4.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:50:28.856Z
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 · 2026-10-22T15:50:03.8719496Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 105.48 | 84.0% | 28.3% | 70.26 | 88.3% | 19.2% |
| 25Δ | 101.34 | 83.6% | 24.2% | 73.44 | 86.1% | 16.4% |
| 30Δ | 97.67 | 82.7% | 20.6% | 76.18 | 85.9% | 14.3% |
| 35Δ | 94.35 | 82.0% | 17.5% | 78.83 | 84.9% | 12.4% |
| 40Δ | 91.59 | 82.4% | 15.2% | 81.37 | 84.5% | 10.7% |
| 45Δ | 88.84 | 81.8% | 12.9% | 83.88 | 84.3% | 9.2% |
| 50Δ | 86.29 | 82.4% | 11.1% | 86.52 | 85.6% | 8.0% |
| 55Δ | 83.86 | 83.5% | 9.6% | 89.09 | 84.9% | 6.8% |
| 60Δ | 81.37 | 83.1% | 8.0% | 91.78 | 83.8% | 5.6% |
| 65Δ | 79.01 | 80.9% | 6.5% | 94.61 | 83.6% | 4.6% |
| 70Δ | 76.75 | 77.0% | 5.0% | 99.15 | 89.8% | 3.9% |
| 75Δ | 74.31 | 76.6% | 3.9% | 104.03 | 93.7% | 3.1% |
| 80Δ | 71.64 | 76.9% | 3.0% | 109.82 | 97.1% | 2.3% |
No recorded observations