Share price$48.86
1D+2.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:44:49.002Z
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 · 2026-10-22T20:00:01.793617051Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 59.12 | 69.8% | 23.0% | 41.50 | 78.5% | 17.9% |
| 25Δ | 57.37 | 70.4% | 20.2% | 43.14 | 77.5% | 15.4% |
| 30Δ | 55.63 | 71.0% | 17.3% | 44.77 | 76.5% | 13.0% |
| 35Δ | 54.13 | 71.7% | 15.2% | 46.14 | 75.8% | 11.4% |
| 40Δ | 52.78 | 72.3% | 13.4% | 47.45 | 75.1% | 9.9% |
| 45Δ | 51.43 | 72.9% | 11.6% | 48.77 | 74.4% | 8.5% |
| 50Δ | 50.08 | 73.5% | 9.8% | 50.09 | 73.8% | 7.0% |
| 55Δ | 48.76 | 74.4% | 8.6% | 51.44 | 73.1% | 6.0% |
| 60Δ | 47.44 | 75.2% | 7.3% | 52.79 | 72.5% | 5.0% |
| 65Δ | 46.12 | 76.1% | 6.1% | 54.15 | 71.8% | 4.0% |
| 70Δ | 44.74 | 77.1% | 5.0% | 55.63 | 71.0% | 3.1% |
| 75Δ | 43.04 | 78.9% | 4.1% | 57.33 | 70.1% | 2.4% |
| 80Δ | 41.35 | 80.7% | 3.2% | 59.03 | 69.2% | 1.7% |
| Date | IV |
|---|---|
| 58.52% | |
| 58.91% |