Share price$53.67
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T23:12:59.496Z
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 · 2026-10-23T23:00:00.003680475Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 67.98 | 79.7% | 28.6% | 50.39 | 27.8% | 7.0% |
| 25Δ | 64.52 | 65.0% | 22.1% | 50.92 | 26.9% | 6.3% |
| 30Δ | 61.07 | 50.2% | 15.7% | 51.44 | 26.0% | 5.7% |
| 35Δ | 57.62 | 35.5% | 9.2% | 51.96 | 25.1% | 5.0% |
| 40Δ | 54.86 | 24.5% | 4.2% | 52.49 | 24.3% | 4.3% |
| 45Δ | 54.28 | 25.3% | 3.8% | 53.01 | 23.4% | 3.6% |
| 50Δ | 53.69 | 26.1% | 3.4% | 53.54 | 22.5% | 2.9% |
| 55Δ | 53.11 | 26.9% | 3.1% | 54.06 | 21.7% | 2.2% |
| 60Δ | 52.53 | 27.6% | 2.7% | 54.58 | 20.8% | 1.6% |
| 65Δ | 51.94 | 28.4% | 2.4% | 55.38 | 21.2% | 1.0% |
| 70Δ | 51.36 | 29.2% | 2.0% | 57.28 | 26.8% | 0.8% |
| 75Δ | 50.78 | 30.0% | 1.7% | 59.17 | 32.4% | 0.7% |
| 80Δ | 50.19 | 30.8% | 1.3% | 61.07 | 38.0% | 0.5% |
| Date | IV |
|---|---|
| 30.22% | |
| 31.88% | |
| 32.67% |