Share price$288.19
1D+1.3%
Sold putSold call
Assurant, Inc. AIZ
i
Market datapartial · fetched 2026-10-22T17:08:51.391Z
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 · 2026-10-22T17:04:04.678443945Z
FundamentalsAlpha Vantage · unavailable
Assurant, Inc. options
PutsExpensive1.22×
CallsCheap0.87×
SkewBearish+4.62 pp
Implied moveBearish±$17.54
TiltBearish12.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 310.10 | 28.0% | 8.5% | 268.17 | 33.1% | 8.0% |
| 25Δ | 304.98 | 25.7% | 6.9% | 273.03 | 31.5% | 6.7% |
| 30Δ | 299.96 | 23.5% | 5.3% | 277.00 | 30.7% | 5.6% |
| 35Δ | 297.42 | 23.9% | 4.8% | 280.75 | 30.0% | 4.7% |
| 40Δ | 294.88 | 24.2% | 4.3% | 283.85 | 29.5% | 4.0% |
| 45Δ | 292.34 | 24.6% | 3.8% | 286.94 | 29.1% | 3.4% |
| 50Δ | 289.79 | 25.0% | 3.3% | 290.03 | 28.6% | 2.7% |
| 55Δ | 287.11 | 25.2% | 2.9% | 293.17 | 28.8% | 2.3% |
| 60Δ | 284.43 | 25.5% | 2.5% | 296.32 | 29.0% | 1.9% |
| 65Δ | 281.74 | 25.7% | 2.1% | 299.46 | 29.2% | 1.5% |
| 70Δ | 278.81 | 25.9% | 1.8% | 303.32 | 29.5% | 1.2% |
| 75Δ | 275.41 | 26.1% | 1.5% | 307.33 | 29.8% | 0.9% |
| 80Δ | 272.02 | 26.3% | 1.2% | 312.38 | 30.7% | 0.6% |
20Δ
- Pseudo strike
- 310.10
- IV
- 28.0%
- B/E move
- 8.5%
- Pseudo strike
- 268.17
- IV
- 33.1%
- B/E move
- 8.0%
25Δ
- Pseudo strike
- 304.98
- IV
- 25.7%
- B/E move
- 6.9%
- Pseudo strike
- 273.03
- IV
- 31.5%
- B/E move
- 6.7%
30Δ
- Pseudo strike
- 299.96
- IV
- 23.5%
- B/E move
- 5.3%
- Pseudo strike
- 277.00
- IV
- 30.7%
- B/E move
- 5.6%
35Δ
- Pseudo strike
- 297.42
- IV
- 23.9%
- B/E move
- 4.8%
- Pseudo strike
- 280.75
- IV
- 30.0%
- B/E move
- 4.7%
40Δ
- Pseudo strike
- 294.88
- IV
- 24.2%
- B/E move
- 4.3%
- Pseudo strike
- 283.85
- IV
- 29.5%
- B/E move
- 4.0%
45Δ
- Pseudo strike
- 292.34
- IV
- 24.6%
- B/E move
- 3.8%
- Pseudo strike
- 286.94
- IV
- 29.1%
- B/E move
- 3.4%
50Δ
- Pseudo strike
- 289.79
- IV
- 25.0%
- B/E move
- 3.3%
- Pseudo strike
- 290.03
- IV
- 28.6%
- B/E move
- 2.7%
55Δ
- Pseudo strike
- 287.11
- IV
- 25.2%
- B/E move
- 2.9%
- Pseudo strike
- 293.17
- IV
- 28.8%
- B/E move
- 2.3%
60Δ
- Pseudo strike
- 284.43
- IV
- 25.5%
- B/E move
- 2.5%
- Pseudo strike
- 296.32
- IV
- 29.0%
- B/E move
- 1.9%
65Δ
- Pseudo strike
- 281.74
- IV
- 25.7%
- B/E move
- 2.1%
- Pseudo strike
- 299.46
- IV
- 29.2%
- B/E move
- 1.5%
70Δ
- Pseudo strike
- 278.81
- IV
- 25.9%
- B/E move
- 1.8%
- Pseudo strike
- 303.32
- IV
- 29.5%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 275.41
- IV
- 26.1%
- B/E move
- 1.5%
- Pseudo strike
- 307.33
- IV
- 29.8%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 272.02
- IV
- 26.3%
- B/E move
- 1.2%
- Pseudo strike
- 312.38
- IV
- 30.7%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 24.47% | |
| 24.45% |