Share price$49.64
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T06:52:22.999Z
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 · 2026-10-22T00:00:00.07031994Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.85 | 23.5% | 7.2% | 46.82 | 27.1% | 6.6% |
| 25Δ | 51.90 | 20.2% | 5.4% | 47.78 | 22.6% | 4.7% |
| 30Δ | 51.34 | 18.6% | 4.4% | 48.39 | 20.0% | 3.6% |
| 35Δ | 50.86 | 17.2% | 3.6% | 48.90 | 18.0% | 2.7% |
| 40Δ | 50.50 | 16.1% | 3.0% | 49.24 | 17.4% | 2.3% |
| 45Δ | 50.14 | 15.1% | 2.4% | 49.55 | 17.2% | 1.9% |
| 50Δ | 49.82 | 15.0% | 2.1% | 49.85 | 17.0% | 1.6% |
| 55Δ | 49.54 | 15.6% | 1.9% | 50.16 | 16.9% | 1.3% |
| 60Δ | 49.25 | 16.2% | 1.6% | 50.48 | 17.0% | 1.0% |
| 65Δ | 48.96 | 16.7% | 1.4% | 50.80 | 17.0% | 0.8% |
| 70Δ | 48.62 | 16.6% | 1.2% | 51.20 | 17.5% | 0.6% |
| 75Δ | 48.28 | 16.6% | 1.0% | 51.75 | 19.1% | 0.5% |
| 80Δ | 47.92 | 16.6% | 0.8% | 52.34 | 20.0% | 0.3% |
No recorded observations