Share price$45.09
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:22:11.086Z
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 · 2026-10-21T20:00:00.38988223Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.99 | 45.7% | 14.5% | 40.89 | 45.7% | 10.9% |
| 25Δ | 49.03 | 38.4% | 10.3% | 42.14 | 40.3% | 8.3% |
| 30Δ | 47.93 | 34.9% | 8.1% | 43.06 | 37.0% | 6.6% |
| 35Δ | 47.11 | 32.4% | 6.5% | 43.62 | 39.7% | 6.1% |
| 40Δ | 46.49 | 31.7% | 5.6% | 44.21 | 40.2% | 5.4% |
| 45Δ | 45.92 | 31.5% | 4.7% | 44.87 | 35.7% | 4.1% |
| 50Δ | 45.41 | 31.9% | 4.1% | 45.46 | 35.2% | 3.4% |
| 55Δ | 44.90 | 32.5% | 3.6% | 46.03 | 35.5% | 2.9% |
| 60Δ | 44.35 | 33.3% | 3.1% | 46.58 | 34.6% | 2.3% |
| 65Δ | 43.80 | 33.6% | 2.7% | 47.17 | 34.2% | 1.8% |
| 70Δ | 43.25 | 33.1% | 2.2% | 47.90 | 35.3% | 1.5% |
| 75Δ | 42.62 | 33.4% | 1.8% | 48.70 | 36.0% | 1.1% |
| 80Δ | 41.76 | 35.5% | 1.5% | 49.81 | 36.5% | 0.8% |
No recorded observations