Share price$47.85
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:50:43.131Z
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 · 2026-10-23T00:00:00.111323667Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.85 | 51.8% | 16.1% | 43.19 | 48.8% | 11.4% |
| 25Δ | 52.27 | 40.6% | 10.8% | 45.68 | 27.7% | 5.7% |
| 30Δ | 50.72 | 33.2% | 7.7% | 46.35 | 26.3% | 4.6% |
| 35Δ | 49.88 | 29.5% | 6.1% | 46.75 | 28.2% | 4.3% |
| 40Δ | 49.05 | 25.8% | 4.5% | 47.18 | 28.8% | 3.8% |
| 45Δ | 48.57 | 20.5% | 3.3% | 47.66 | 27.2% | 3.1% |
| 50Δ | 48.11 | 15.1% | 2.2% | 48.14 | 26.3% | 2.5% |
| 55Δ | 47.78 | 14.3% | 1.7% | 48.63 | 27.3% | 2.2% |
| 60Δ | 47.49 | 15.0% | 1.6% | 49.17 | 28.7% | 1.9% |
| 65Δ | 47.21 | 15.7% | 1.4% | 49.87 | 31.4% | 1.7% |
| 70Δ | 46.92 | 16.0% | 1.2% | 50.67 | 33.4% | 1.4% |
| 75Δ | 46.64 | 15.4% | 1.0% | 51.59 | 35.1% | 1.1% |
| 80Δ | 46.36 | 14.8% | 0.8% | 53.40 | 41.9% | 0.9% |
| Date | IV |
|---|---|
| 22.80% | |
| 23.11% |