Share price$82.38
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:01:39.321Z
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 · 2026-10-22T20:00:00.646901599Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 87.96 | 25.1% | 7.5% | 77.46 | 28.9% | 6.9% |
| 25Δ | 86.48 | 22.5% | 5.9% | 79.06 | 24.8% | 5.1% |
| 30Δ | 85.44 | 21.0% | 4.8% | 80.00 | 23.5% | 4.2% |
| 35Δ | 84.67 | 20.5% | 4.1% | 80.79 | 22.5% | 3.5% |
| 40Δ | 84.01 | 20.6% | 3.6% | 81.50 | 21.7% | 2.9% |
| 45Δ | 83.40 | 21.2% | 3.2% | 82.16 | 21.0% | 2.3% |
| 50Δ | 82.78 | 21.9% | 2.9% | 82.76 | 20.3% | 1.9% |
| 55Δ | 82.13 | 23.0% | 2.6% | 83.34 | 19.8% | 1.5% |
| 60Δ | 81.43 | 23.6% | 2.3% | 83.90 | 19.2% | 1.2% |
| 65Δ | 80.64 | 24.5% | 2.0% | 84.44 | 18.7% | 0.9% |
| 70Δ | 79.76 | 25.7% | 1.7% | 84.98 | 18.0% | 0.6% |
| 75Δ | 78.83 | 26.2% | 1.4% | 85.56 | 17.6% | 0.4% |
| 80Δ | 77.69 | 27.2% | 1.2% | 86.14 | 16.9% | 0.2% |
No recorded observations