Share price$43.26
1D-1.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:11:40.889Z
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 · 2026-10-22T15:11:37.559222153Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.34 | 49.5% | 15.5% | |||
| 25Δ | 47.55 | 43.4% | 11.6% | 40.49 | 39.5% | 8.2% |
| 30Δ | 46.34 | 39.4% | 9.1% | 41.29 | 37.2% | 6.7% |
| 35Δ | 45.50 | 37.7% | 7.5% | 41.97 | 35.2% | 5.4% |
| 40Δ | 44.82 | 37.7% | 6.5% | 42.53 | 33.6% | 4.5% |
| 45Δ | 44.26 | 39.3% | 5.9% | 43.08 | 32.2% | 3.7% |
| 50Δ | 43.67 | 40.5% | 5.2% | 43.56 | 31.7% | 3.1% |
| 55Δ | 43.05 | 41.2% | 4.5% | 44.05 | 31.2% | 2.5% |
| 60Δ | 42.37 | 43.4% | 4.0% | 44.52 | 30.6% | 2.1% |
| 65Δ | 41.60 | 45.7% | 3.6% | 45.00 | 30.1% | 1.6% |
| 70Δ | 40.73 | 47.9% | 3.1% | 45.47 | 29.2% | 1.2% |
| 75Δ | 45.94 | 28.3% | 0.8% | |||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 34.79% | |
| 32.90% |