Share price$89.20
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:21.700Z
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 · 2026-10-22T20:57:30.870426067Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 116.79 | 96.4% | 33.6% | 72.69 | 105.8% | 22.4% |
| 25Δ | 109.83 | 90.6% | 26.5% | 76.58 | 104.2% | 19.3% |
| 30Δ | 105.75 | 90.7% | 22.8% | 80.14 | 103.1% | 16.7% |
| 35Δ | 102.85 | 95.6% | 20.9% | 83.44 | 102.6% | 14.6% |
| 40Δ | 100.22 | 101.6% | 19.4% | 86.73 | 102.8% | 12.7% |
| 45Δ | 96.25 | 97.3% | 15.9% | 90.01 | 103.6% | 11.0% |
| 50Δ | 92.87 | 96.8% | 13.4% | 93.20 | 101.4% | 9.4% |
| 55Δ | 89.80 | 98.3% | 11.5% | 96.57 | 100.4% | 7.9% |
| 60Δ | 86.68 | 98.5% | 9.7% | 100.19 | 101.2% | 6.6% |
| 65Δ | 83.45 | 100.3% | 8.2% | 104.06 | 101.2% | 5.4% |
| 70Δ | 80.08 | 104.2% | 6.9% | 107.94 | 99.8% | 4.3% |
| 75Δ | 76.54 | 104.7% | 5.4% | 112.65 | 99.8% | 3.3% |
| 80Δ | 72.72 | 105.6% | 4.1% | 118.39 | 100.7% | 2.4% |
No recorded observations