Share price$41.86
1D+0.0%
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Market datapartial · fetched 2026-10-22T16:38:19.237Z
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 · 2026-10-22T16:35:24.171076196Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.40 | 83.7% | 22.9% | |||
| 25Δ | 49.52 | 100.2% | 24.6% | 33.61 | 204.6% | 31.7% |
| 30Δ | 49.65 | 116.8% | 26.4% | 36.65 | 168.5% | 24.4% |
| 35Δ | 49.77 | 133.3% | 28.1% | 39.01 | 141.3% | 18.8% |
| 40Δ | 49.89 | 149.8% | 29.9% | 40.82 | 122.3% | 14.6% |
| 45Δ | 49.26 | 159.6% | 29.6% | 42.25 | 105.1% | 11.2% |
| 50Δ | 45.01 | 131.3% | 19.5% | 43.35 | 89.8% | 8.4% |
| 55Δ | 42.42 | 110.0% | 13.3% | 44.23 | 78.3% | 6.3% |
| 60Δ | 40.72 | 93.1% | 9.2% | 44.94 | 68.4% | 4.6% |
| 65Δ | 39.56 | 79.5% | 6.5% | 45.44 | 60.8% | 3.4% |
| 70Δ | 38.75 | 68.2% | 4.5% | 45.93 | 53.3% | 2.3% |
| 75Δ | 38.15 | 58.4% | 3.1% | 47.27 | 55.7% | 1.8% |
| 80Δ | ||||||
| Date | IV |
|---|---|
| 42.99% | |
| 69.64% |