Share price$85.04
1D+5.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:50:51.140Z
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 · 2026-10-22T23:00:00.003736934Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 101.42 | 65.3% | 21.1% | 73.63 | 69.6% | 15.9% |
| 25Δ | 97.52 | 61.5% | 17.1% | 76.02 | 70.7% | 13.9% |
| 30Δ | 94.49 | 59.4% | 14.1% | 78.31 | 70.8% | 12.2% |
| 35Δ | 92.42 | 59.7% | 12.3% | 80.56 | 70.3% | 10.5% |
| 40Δ | 90.35 | 60.0% | 10.6% | 82.66 | 68.1% | 9.0% |
| 45Δ | 88.44 | 59.8% | 9.2% | 84.77 | 65.8% | 7.4% |
| 50Δ | 86.57 | 59.5% | 7.9% | 86.83 | 65.8% | 6.4% |
| 55Δ | 84.72 | 59.0% | 6.6% | 88.90 | 66.1% | 5.4% |
| 60Δ | 82.99 | 57.9% | 5.6% | 91.28 | 67.6% | 4.6% |
| 65Δ | 81.26 | 56.8% | 4.5% | 94.04 | 70.5% | 3.9% |
| 70Δ | 79.51 | 55.7% | 3.6% | 97.56 | 74.7% | 3.2% |
| 75Δ | 77.72 | 54.6% | 2.9% | 101.31 | 77.4% | 2.6% |
| 80Δ | 75.92 | 53.5% | 2.1% | 104.76 | 76.7% | 1.8% |
No recorded observations