Share price$39.12
1D-2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:16:30.925Z
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 · 2026-10-22T20:10:00.002940662Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.00 | 88.7% | 30.3% | |||
| 25Δ | 45.16 | 64.8% | 17.9% | |||
| 30Δ | 42.85 | 51.8% | 12.1% | 36.72 | 52.2% | 9.2% |
| 35Δ | 41.59 | 45.1% | 9.1% | 37.61 | 46.8% | 7.2% |
| 40Δ | 40.70 | 40.4% | 7.1% | 38.33 | 42.2% | 5.6% |
| 45Δ | 39.98 | 36.4% | 5.5% | 38.95 | 38.6% | 4.4% |
| 50Δ | 39.47 | 34.9% | 4.6% | 39.41 | 35.5% | 3.5% |
| 55Δ | 38.97 | 33.5% | 3.7% | 39.86 | 32.5% | 2.6% |
| 60Δ | 38.48 | 33.8% | 3.2% | 40.18 | 29.8% | 2.0% |
| 65Δ | 37.99 | 34.0% | 2.7% | 40.45 | 27.2% | 1.5% |
| 70Δ | 37.67 | 31.2% | 2.2% | 40.72 | 24.6% | 1.1% |
| 75Δ | 37.35 | 28.4% | 1.7% | 40.99 | 22.0% | 0.6% |
| 80Δ | 37.03 | 25.6% | 1.1% | 42.13 | 26.2% | 0.4% |
| Date | IV |
|---|---|
| 28.59% | |
| 27.67% |