Share price$66.28
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:06:17.670Z
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 · 2026-10-22T20:00:00.297384408Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 70.53 | 23.3% | 7.1% | 54.34 | 102.9% | 21.7% |
| 25Δ | 79.36 | 79.6% | 22.8% | 60.50 | 56.9% | 11.3% |
| 30Δ | 76.29 | 77.3% | 18.8% | 61.77 | 60.0% | 10.3% |
| 35Δ | 72.14 | 61.4% | 12.6% | 63.51 | 52.3% | 7.9% |
| 40Δ | 69.69 | 50.3% | 8.8% | 64.93 | 44.1% | 5.8% |
| 45Δ | 67.96 | 41.6% | 6.2% | 66.00 | 36.5% | 4.1% |
| 50Δ | 66.94 | 34.5% | 4.6% | 66.85 | 37.9% | 3.6% |
| 55Δ | 66.60 | 25.0% | 3.3% | 67.62 | 35.8% | 2.9% |
| 60Δ | 66.27 | 15.4% | 1.9% | 68.44 | 34.7% | 2.3% |
| 65Δ | 65.45 | 15.5% | 1.4% | 69.53 | 36.9% | 2.0% |
| 70Δ | 64.68 | 20.4% | 1.5% | 71.07 | 41.5% | 1.7% |
| 75Δ | 64.28 | 18.9% | 1.2% | 72.45 | 42.3% | 1.3% |
| 80Δ | 75.42 | 50.0% | 1.1% | |||
No recorded observations