Share price$287.04
1D+1.0%
Sold putSold call
Assurant, Inc. AIZ
i
Market datapartial · fetched 2026-10-22T16:10:22.320Z
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 · 2026-10-22T16:10:16.262769866Z
FundamentalsAlpha Vantage · unavailable
Assurant, Inc. options
PutsExpensive1.19×
CallsCheap0.91×
SkewBearish+2.34 pp
Implied moveBearish±$17.52
TiltBearish10.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 309.54 | 28.7% | 8.7% | 267.31 | 32.6% | 7.9% |
| 25Δ | 304.22 | 26.5% | 7.0% | 272.41 | 30.5% | 6.4% |
| 30Δ | 299.44 | 24.7% | 5.6% | 276.20 | 29.7% | 5.5% |
| 35Δ | 296.73 | 24.9% | 5.0% | 279.98 | 28.8% | 4.5% |
| 40Δ | 294.02 | 25.1% | 4.4% | 282.91 | 28.5% | 3.9% |
| 45Δ | 291.31 | 25.2% | 3.8% | 285.84 | 28.1% | 3.3% |
| 50Δ | 288.59 | 25.5% | 3.3% | 288.77 | 27.7% | 2.7% |
| 55Δ | 285.85 | 26.0% | 3.0% | 291.73 | 27.6% | 2.2% |
| 60Δ | 283.11 | 26.5% | 2.6% | 294.71 | 27.5% | 1.8% |
| 65Δ | 280.38 | 27.0% | 2.2% | 297.70 | 27.5% | 1.5% |
| 70Δ | 276.67 | 28.2% | 1.9% | 301.63 | 27.9% | 1.1% |
| 75Δ | 272.80 | 29.5% | 1.6% | 308.78 | 30.1% | 0.9% |
| 80Δ | 268.62 | 30.5% | 1.3% | 315.93 | 32.3% | 0.6% |
20Δ
- Pseudo strike
- 309.54
- IV
- 28.7%
- B/E move
- 8.7%
- Pseudo strike
- 267.31
- IV
- 32.6%
- B/E move
- 7.9%
25Δ
- Pseudo strike
- 304.22
- IV
- 26.5%
- B/E move
- 7.0%
- Pseudo strike
- 272.41
- IV
- 30.5%
- B/E move
- 6.4%
30Δ
- Pseudo strike
- 299.44
- IV
- 24.7%
- B/E move
- 5.6%
- Pseudo strike
- 276.20
- IV
- 29.7%
- B/E move
- 5.5%
35Δ
- Pseudo strike
- 296.73
- IV
- 24.9%
- B/E move
- 5.0%
- Pseudo strike
- 279.98
- IV
- 28.8%
- B/E move
- 4.5%
40Δ
- Pseudo strike
- 294.02
- IV
- 25.1%
- B/E move
- 4.4%
- Pseudo strike
- 282.91
- IV
- 28.5%
- B/E move
- 3.9%
45Δ
- Pseudo strike
- 291.31
- IV
- 25.2%
- B/E move
- 3.8%
- Pseudo strike
- 285.84
- IV
- 28.1%
- B/E move
- 3.3%
50Δ
- Pseudo strike
- 288.59
- IV
- 25.5%
- B/E move
- 3.3%
- Pseudo strike
- 288.77
- IV
- 27.7%
- B/E move
- 2.7%
55Δ
- Pseudo strike
- 285.85
- IV
- 26.0%
- B/E move
- 3.0%
- Pseudo strike
- 291.73
- IV
- 27.6%
- B/E move
- 2.2%
60Δ
- Pseudo strike
- 283.11
- IV
- 26.5%
- B/E move
- 2.6%
- Pseudo strike
- 294.71
- IV
- 27.5%
- B/E move
- 1.8%
65Δ
- Pseudo strike
- 280.38
- IV
- 27.0%
- B/E move
- 2.2%
- Pseudo strike
- 297.70
- IV
- 27.5%
- B/E move
- 1.5%
70Δ
- Pseudo strike
- 276.67
- IV
- 28.2%
- B/E move
- 1.9%
- Pseudo strike
- 301.63
- IV
- 27.9%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 272.80
- IV
- 29.5%
- B/E move
- 1.6%
- Pseudo strike
- 308.78
- IV
- 30.1%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 268.62
- IV
- 30.5%
- B/E move
- 1.3%
- Pseudo strike
- 315.93
- IV
- 32.3%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 24.47% | |
| 24.45% |