Share price$40.93
1D-3.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T06:40:43.185Z
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 · 2026-10-23T00:00:00.062199015Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:40:42.770590+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 47.45 | 56.3% | 17.5% | 35.63 | 68.3% | 15.3% |
| 25Δ | 45.15 | 45.2% | 12.1% | 37.02 | 63.7% | 12.4% |
| 30Δ | 43.96 | 42.3% | 9.5% | 38.02 | 63.6% | 10.8% |
| 35Δ | 43.19 | 41.1% | 8.0% | 38.85 | 69.2% | 10.1% |
| 40Δ | 42.55 | 41.7% | 7.1% | 39.82 | 70.5% | 9.0% |
| 45Δ | 41.97 | 43.0% | 6.3% | 40.86 | 73.8% | 8.1% |
| 50Δ | 41.36 | 44.5% | 5.6% | 41.97 | 75.7% | 7.1% |
| 55Δ | 40.75 | 44.4% | 4.8% | 43.38 | 82.5% | 6.5% |
| 60Δ | 40.14 | 42.1% | 3.9% | 45.04 | 88.9% | 5.8% |
| 65Δ | 39.59 | 40.1% | 3.1% | 47.37 | 98.8% | 5.2% |
| 70Δ | 39.05 | 38.3% | 2.4% | 51.11 | 115.5% | 4.8% |
| 75Δ | 38.58 | 36.1% | 1.9% | 58.69 | 145.0% | 4.5% |
| 80Δ | 38.11 | 33.8% | 1.4% | |||
| Date | IV |
|---|---|
| 53.32% | |
| 53.85% |