Share price$53.40
1D+1.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T06:53:28.898Z
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 · 2026-10-22T23:00:00.001639225Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:53:28.377247+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 73.99 | 94.7% | 40.6% | 49.23 | 36.8% | 9.0% |
| 25Δ | 68.97 | 77.6% | 31.2% | 50.38 | 33.0% | 7.1% |
| 30Δ | 63.96 | 60.4% | 21.9% | 50.97 | 31.8% | 6.4% |
| 35Δ | 58.94 | 43.2% | 12.5% | 51.55 | 30.7% | 5.6% |
| 40Δ | 54.84 | 30.2% | 5.1% | 52.14 | 29.5% | 4.9% |
| 45Δ | 54.11 | 32.3% | 4.7% | 52.72 | 28.3% | 4.1% |
| 50Δ | 53.38 | 34.5% | 4.3% | 53.31 | 27.1% | 3.4% |
| 55Δ | 52.66 | 36.7% | 3.9% | 53.89 | 26.0% | 2.6% |
| 60Δ | 51.93 | 38.8% | 3.5% | 54.48 | 24.8% | 1.9% |
| 65Δ | 51.20 | 41.0% | 3.1% | 55.22 | 24.4% | 1.2% |
| 70Δ | 50.47 | 43.2% | 2.7% | 57.26 | 30.5% | 1.0% |
| 75Δ | 49.52 | 44.8% | 2.3% | 59.29 | 36.6% | 0.9% |
| 80Δ | 48.19 | 45.4% | 1.8% | 61.33 | 42.7% | 0.7% |
| Date | IV |
|---|---|
| 29.58% | |
| 29.39% |