Share price$41.18
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:15:02.941Z
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 · 2026-10-22T00:00:00.085430852Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.85 | 82.9% | 28.3% | |||
| 25Δ | 47.14 | 60.6% | 16.8% | 37.53 | 56.8% | 11.5% |
| 30Δ | 44.95 | 49.4% | 11.7% | 38.80 | 48.3% | 8.6% |
| 35Δ | 43.68 | 42.9% | 8.7% | 39.70 | 42.8% | 6.7% |
| 40Δ | 42.77 | 38.4% | 6.8% | 40.40 | 38.2% | 5.2% |
| 45Δ | 42.05 | 34.4% | 5.3% | 41.02 | 33.9% | 3.9% |
| 50Δ | 41.54 | 32.5% | 4.4% | 41.47 | 31.9% | 3.1% |
| 55Δ | 41.04 | 30.8% | 3.5% | 41.92 | 29.9% | 2.4% |
| 60Δ | 40.65 | 28.8% | 2.9% | 42.28 | 28.2% | 1.9% |
| 65Δ | 40.27 | 26.8% | 2.3% | 42.62 | 26.5% | 1.4% |
| 70Δ | 39.85 | 25.8% | 1.7% | 42.96 | 24.9% | 1.0% |
| 75Δ | 39.32 | 27.1% | 1.5% | 43.55 | 25.9% | 0.7% |
| 80Δ | 44.29 | 27.8% | 0.5% | |||
No recorded observations