Share price$57.88
1D+0.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T06:53:50.509Z
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 · 2026-10-23T00:00:00.132713692Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:53:50.192017+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 65.19 | 45.5% | 14.0% | 53.00 | 41.8% | 9.8% |
| 25Δ | 62.18 | 33.7% | 8.8% | 54.68 | 34.3% | 7.0% |
| 30Δ | 60.70 | 27.6% | 6.3% | 55.82 | 29.2% | 5.2% |
| 35Δ | 59.78 | 24.1% | 4.8% | 56.60 | 26.0% | 4.0% |
| 40Δ | 59.13 | 22.0% | 3.8% | 57.22 | 23.4% | 3.1% |
| 45Δ | 58.64 | 20.6% | 3.2% | 57.72 | 21.2% | 2.4% |
| 50Δ | 58.20 | 19.2% | 2.6% | 58.15 | 19.4% | 1.8% |
| 55Δ | 57.81 | 18.2% | 2.2% | 58.48 | 18.0% | 1.4% |
| 60Δ | 57.47 | 17.2% | 1.8% | 58.81 | 16.7% | 1.0% |
| 65Δ | 57.13 | 16.3% | 1.4% | 59.15 | 15.8% | 0.7% |
| 70Δ | 56.72 | 16.4% | 1.2% | 59.49 | 15.6% | 0.5% |
| 75Δ | 56.25 | 17.2% | 1.0% | 59.83 | 15.4% | 0.3% |
| 80Δ | 55.68 | 18.2% | 0.9% | 60.49 | 16.9% | 0.2% |
| Date | IV |
|---|---|
| 17.07% | |
| 17.85% |