Share price$43.53
1D-2.4%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:00:51.988Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:46.111085575Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:51.533851+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.87 | 80.5% | 6.0% | 41.60 | 75.3% | 5.1% |
| 25Δ | 45.45 | 82.1% | 5.3% | 41.95 | 77.6% | 4.5% |
| 30Δ | 44.95 | 77.9% | 4.3% | 42.33 | 76.2% | 3.9% |
| 35Δ | 44.59 | 77.6% | 3.8% | 42.67 | 76.2% | 3.4% |
| 40Δ | 44.26 | 78.0% | 3.3% | 42.98 | 77.9% | 3.0% |
| 45Δ | 43.93 | 78.2% | 2.8% | 43.30 | 76.5% | 2.5% |
| 50Δ | 43.61 | 76.8% | 2.4% | 43.61 | 75.5% | 2.1% |
| 55Δ | 43.30 | 76.5% | 2.0% | 43.92 | 75.6% | 1.8% |
| 60Δ | 42.99 | 76.9% | 1.7% | 44.24 | 76.2% | 1.5% |
| 65Δ | 42.67 | 76.4% | 1.4% | 44.57 | 76.4% | 1.3% |
| 70Δ | 42.23 | 82.9% | 1.2% | 44.90 | 75.1% | 1.0% |
| 75Δ | 41.62 | 95.1% | 1.1% | 45.14 | 70.4% | 0.8% |
| 80Δ | 40.95 | 101.6% | 0.9% | 45.35 | 64.1% | 0.5% |
| Date | IV |
|---|---|
| 99.71% | |
| 100.16% | |
| 102.18% | |
| 95.75% | |
| 96.40% | |
| 93.31% | |
| 96.61% | |
| 101.23% | |
| 107.75% | |
| 99.47% | |
| 81.83% | |
| 77.00% | |
| 74.72% | |
| 78.46% | |
| 79.60% | |
| 71.85% | |
| 74.74% | |
| 76.35% | |
| 78.12% | |
| 73.32% | |
| 67.32% | |
| 75.32% | |
| 74.49% | |
| 67.36% | |
| 71.84% | |
| 60.78% | |
| 62.99% | |
| 62.66% | |
| 62.13% | |
| 60.85% | |
| 59.04% | |
| 70.12% | |
| 70.16% | |
| 66.52% | |
| 60.24% | |
| 69.42% | |
| 67.89% | |
| 67.18% | |
| 66.40% | |
| 62.75% | |
| 64.77% | |
| 65.24% | |
| 68.80% | |
| 66.88% | |
| 64.87% | |
| 68.35% | |
| 68.51% | |
| 67.89% | |
| 65.74% | |
| 65.84% | |
| 66.73% | |
| 66.81% | |
| 68.06% | |
| 70.38% | |
| 69.43% | |
| 73.16% | |
| 74.19% | |
| 80.11% | |
| 81.56% | |
| 79.37% | |
| 83.45% | |
| 88.43% |