Share price$42.38
1D+2.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T04:24:24.865Z
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 · 2026-10-22T00:00:00.368639296Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T04:24:23.543942+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 47.94 | 47.0% | 14.5% | 37.11 | 64.1% | 14.6% |
| 25Δ | 47.11 | 49.0% | 13.1% | 38.54 | 58.5% | 11.7% |
| 30Δ | 46.33 | 51.1% | 11.9% | 39.54 | 57.8% | 10.1% |
| 35Δ | 45.06 | 45.7% | 9.1% | 40.47 | 57.1% | 8.7% |
| 40Δ | 44.42 | 49.0% | 8.5% | 41.35 | 56.2% | 7.4% |
| 45Δ | 43.75 | 51.4% | 7.8% | 42.20 | 56.1% | 6.4% |
| 50Δ | 42.95 | 50.9% | 6.6% | 43.06 | 56.8% | 5.5% |
| 55Δ | 42.18 | 52.2% | 5.8% | 43.85 | 54.5% | 4.5% |
| 60Δ | 41.39 | 53.1% | 5.0% | 44.69 | 53.7% | 3.6% |
| 65Δ | 40.56 | 53.8% | 4.2% | 45.54 | 53.0% | 2.9% |
| 70Δ | 39.68 | 54.5% | 3.5% | 46.46 | 52.5% | 2.3% |
| 75Δ | 38.73 | 55.2% | 2.8% | 47.52 | 52.6% | 1.7% |
| 80Δ | 37.72 | 55.3% | 2.2% | 48.79 | 53.2% | 1.2% |
No recorded observations