Share price$41.94
1D+0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:13:52.546Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T15:13:24.017144585Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.58 | 52.1% | 19.6% | |||
| 25Δ | 35.52 | 48.7% | 17.7% | |||
| 30Δ | 36.45 | 45.4% | 15.8% | |||
| 35Δ | 37.39 | 42.1% | 13.9% | |||
| 40Δ | 38.33 | 38.7% | 12.1% | |||
| 45Δ | 39.27 | 35.4% | 10.2% | |||
| 50Δ | 40.21 | 32.1% | 8.3% | |||
| 55Δ | 41.15 | 28.8% | 6.4% | |||
| 60Δ | 42.09 | 25.4% | 4.5% | |||
| 65Δ | 43.02 | 22.1% | 2.6% | |||
| 70Δ | 43.96 | 18.8% | 0.8% | |||
| 75Δ | ||||||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 12.98% | |
| 13.12% |