Share price$44.68
1D-2.7%
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Market dataready · fetched 2026-10-21T16:59:58.028Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-10-21T16:59:32.181888407Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:57.616440+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 53.89 | 64.8% | 22.4% | 40.04 | 51.1% | 12.1% |
| 25Δ | 49.65 | 47.5% | 13.0% | 41.04 | 49.6% | 10.4% |
| 30Δ | 48.65 | 47.2% | 11.3% | 42.05 | 48.0% | 8.7% |
| 35Δ | 47.65 | 46.8% | 9.6% | 42.92 | 47.4% | 7.4% |
| 40Δ | 46.83 | 47.1% | 8.4% | 43.70 | 47.5% | 6.5% |
| 45Δ | 46.04 | 47.5% | 7.4% | 44.47 | 47.6% | 5.6% |
| 50Δ | 45.25 | 48.0% | 6.4% | 45.27 | 47.8% | 4.7% |
| 55Δ | 44.46 | 48.5% | 5.5% | 46.11 | 48.5% | 4.1% |
| 60Δ | 43.65 | 49.0% | 4.7% | 46.96 | 49.1% | 3.4% |
| 65Δ | 42.85 | 49.5% | 4.0% | 47.74 | 48.6% | 2.8% |
| 70Δ | 41.73 | 54.0% | 3.5% | 48.43 | 46.0% | 2.1% |
| 75Δ | 40.36 | 61.5% | 3.1% | 49.11 | 43.3% | 1.5% |
| 80Δ | 38.83 | 66.0% | 2.6% | 49.79 | 40.7% | 0.9% |
| Date | IV |
|---|---|
| 50.43% | |
| 50.07% | |
| 49.79% | |
| 51.73% | |
| 52.50% | |
| 51.29% | |
| 49.57% | |
| 52.21% | |
| 49.57% | |
| 46.98% | |
| 44.76% | |
| 44.40% | |
| 41.87% | |
| 43.23% | |
| 43.00% | |
| 42.99% | |
| 40.53% | |
| 43.45% | |
| 46.37% | |
| 45.84% | |
| 44.69% | |
| 45.79% | |
| 42.26% | |
| 43.19% | |
| 42.71% | |
| 43.46% | |
| 42.79% | |
| 42.91% | |
| 42.43% | |
| 42.21% | |
| 44.85% | |
| 44.49% | |
| 44.74% | |
| 42.07% | |
| 45.21% | |
| 46.23% | |
| 42.06% | |
| 44.47% | |
| 43.59% | |
| 42.95% | |
| 43.24% | |
| 41.69% | |
| 41.31% | |
| 43.87% | |
| 43.36% | |
| 44.57% | |
| 44.41% | |
| 44.86% | |
| 42.39% | |
| 41.80% | |
| 39.92% | |
| 41.56% | |
| 43.47% | |
| 48.37% | |
| 55.10% | |
| 50.01% | |
| 44.59% | |
| 43.64% | |
| 43.87% |