Share price$84.69
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T14:12:27.506Z
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 · 2026-10-23T14:12:23.279037941Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 102.36 | 70.3% | 22.8% | 72.39 | 77.5% | 17.1% |
| 25Δ | 97.66 | 65.1% | 17.8% | 75.93 | 69.0% | 13.5% |
| 30Δ | 94.52 | 62.7% | 14.6% | 78.38 | 65.3% | 11.2% |
| 35Δ | 91.99 | 60.0% | 12.2% | 80.64 | 63.5% | 9.4% |
| 40Δ | 89.62 | 58.1% | 10.1% | 82.56 | 65.6% | 8.4% |
| 45Δ | 87.87 | 59.3% | 8.9% | 84.47 | 67.6% | 7.5% |
| 50Δ | 86.13 | 60.5% | 7.8% | 86.48 | 67.9% | 6.5% |
| 55Δ | 84.35 | 61.3% | 6.7% | 88.52 | 67.5% | 5.4% |
| 60Δ | 82.53 | 61.2% | 5.7% | 90.61 | 67.0% | 4.5% |
| 65Δ | 80.71 | 61.1% | 4.7% | 92.80 | 66.3% | 3.6% |
| 70Δ | 78.67 | 62.0% | 3.9% | 94.99 | 65.6% | 2.8% |
| 75Δ | 76.49 | 63.5% | 3.2% | 97.59 | 64.9% | 2.1% |
| 80Δ | 74.25 | 64.0% | 2.5% | 100.33 | 64.4% | 1.5% |
No recorded observations