Share price$44.18
1D+1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:09:08.114Z
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 · 2026-10-22T20:00:04.906378564Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 56.86 | 82.8% | 30.9% | 39.33 | 56.7% | 13.0% |
| 25Δ | 49.54 | 52.3% | 14.2% | 39.88 | 65.1% | 12.8% |
| 30Δ | 48.31 | 50.8% | 11.9% | 41.12 | 60.6% | 10.5% |
| 35Δ | 47.79 | 56.3% | 11.6% | 42.41 | 49.5% | 7.6% |
| 40Δ | 46.47 | 51.4% | 9.0% | 43.18 | 49.9% | 6.6% |
| 45Δ | 45.56 | 49.4% | 7.5% | 43.97 | 46.7% | 5.3% |
| 50Δ | 44.72 | 48.5% | 6.3% | 44.59 | 42.3% | 4.2% |
| 55Δ | 43.98 | 51.3% | 5.7% | 45.31 | 41.3% | 3.4% |
| 60Δ | 43.20 | 49.7% | 4.7% | 46.19 | 46.0% | 3.1% |
| 65Δ | 42.52 | 46.7% | 3.7% | 47.06 | 47.1% | 2.6% |
| 70Δ | 41.78 | 45.1% | 2.9% | 47.99 | 47.7% | 2.1% |
| 75Δ | 40.72 | 49.5% | 2.5% | 48.99 | 47.9% | 1.5% |
| 80Δ | 39.65 | 51.2% | 2.0% | 50.65 | 50.8% | 1.1% |
| Date | IV |
|---|---|
| 47.16% | |
| 48.02% |