Share price$64.54
1D+2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:55:22.607Z
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 · 2026-10-22T22:30:00.000335968Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 87.33 | 77.4% | 36.7% | 60.82 | 26.6% | 6.8% |
| 25Δ | 83.39 | 67.2% | 30.7% | 61.51 | 27.1% | 6.1% |
| 30Δ | 79.44 | 57.1% | 24.7% | 62.20 | 27.6% | 5.5% |
| 35Δ | 75.49 | 46.9% | 18.7% | 62.90 | 28.2% | 4.8% |
| 40Δ | 71.54 | 36.8% | 12.7% | 63.59 | 28.7% | 4.2% |
| 45Δ | 67.60 | 26.6% | 6.7% | 64.28 | 29.3% | 3.5% |
| 50Δ | 64.97 | 29.8% | 2.9% | |||
| 55Δ | 65.98 | 31.5% | 2.5% | |||
| 60Δ | 67.00 | 33.3% | 2.2% | |||
| 65Δ | 68.02 | 35.1% | 1.9% | |||
| 70Δ | 69.04 | 36.9% | 1.5% | |||
| 75Δ | 70.20 | 39.1% | 1.2% | |||
| 80Δ | 73.36 | 47.3% | 1.0% | |||
No recorded observations