Share price$50.57
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T09:57:23.861Z
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 · 2026-10-21T20:00:00.407760959Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 57.32 | 47.1% | 14.8% | |||
| 25Δ | 55.75 | 45.2% | 12.1% | 47.13 | 42.2% | 8.7% |
| 30Δ | 55.25 | 50.7% | 11.9% | 48.28 | 37.0% | 6.6% |
| 35Δ | 53.97 | 47.7% | 9.7% | 49.10 | 35.0% | 5.4% |
| 40Δ | 52.56 | 39.2% | 6.9% | 49.67 | 39.7% | 5.3% |
| 45Δ | 51.67 | 36.8% | 5.5% | 50.27 | 39.2% | 4.5% |
| 50Δ | 51.03 | 39.1% | 5.0% | 50.90 | 31.7% | 3.1% |
| 55Δ | 50.36 | 36.7% | 4.1% | 51.45 | 30.1% | 2.4% |
| 60Δ | 49.66 | 36.6% | 3.4% | 52.00 | 29.8% | 2.0% |
| 65Δ | 48.93 | 38.8% | 3.1% | 52.35 | 27.3% | 1.5% |
| 70Δ | 48.37 | 36.0% | 2.4% | 52.69 | 24.8% | 1.0% |
| 75Δ | 47.61 | 35.4% | 1.8% | 53.86 | 29.3% | 0.8% |
| 80Δ | 46.46 | 38.9% | 1.6% | 54.11 | 26.2% | 0.5% |
No recorded observations