Share price$43.37
1D+2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:20:15.303Z
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 · 2026-10-22T20:38:28.86486425Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.92 | 45.8% | 14.1% | 38.06 | 63.0% | 14.4% |
| 25Δ | 47.87 | 45.8% | 12.2% | 39.24 | 62.3% | 12.4% |
| 30Δ | 47.03 | 46.8% | 10.8% | 40.32 | 61.4% | 10.7% |
| 35Δ | 46.31 | 48.9% | 9.8% | 41.34 | 60.3% | 9.1% |
| 40Δ | 45.56 | 50.4% | 8.8% | 42.27 | 59.2% | 7.8% |
| 45Δ | 44.76 | 51.2% | 7.7% | 43.19 | 56.4% | 6.4% |
| 50Δ | 43.97 | 51.8% | 6.7% | 44.08 | 57.4% | 5.5% |
| 55Δ | 43.17 | 52.3% | 5.8% | 44.91 | 55.5% | 4.5% |
| 60Δ | 42.35 | 53.1% | 5.0% | 45.78 | 54.6% | 3.7% |
| 65Δ | 41.48 | 54.4% | 4.2% | 46.66 | 53.8% | 3.0% |
| 70Δ | 40.57 | 55.3% | 3.5% | 47.57 | 52.9% | 2.3% |
| 75Δ | 39.60 | 55.9% | 2.8% | 48.63 | 52.6% | 1.7% |
| 80Δ | 38.51 | 56.6% | 2.2% | |||
| Date | IV |
|---|---|
| 72.93% | |
| 50.27% |