Share price$44.87
1D-2.2%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:02.896Z
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 · 2026-10-21T17:51:54.003384714Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:05.349791+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.71 | 68.4% | 23.8% | 40.13 | 52.0% | 12.4% |
| 25Δ | 49.98 | 49.0% | 13.4% | 41.16 | 50.6% | 10.6% |
| 30Δ | 48.96 | 48.3% | 11.6% | 42.19 | 49.1% | 8.9% |
| 35Δ | 47.94 | 47.7% | 9.8% | 43.06 | 48.6% | 7.6% |
| 40Δ | 47.05 | 47.6% | 8.5% | 43.86 | 48.5% | 6.7% |
| 45Δ | 46.25 | 48.0% | 7.5% | 44.66 | 48.5% | 5.7% |
| 50Δ | 45.46 | 48.4% | 6.5% | 45.48 | 48.7% | 4.8% |
| 55Δ | 44.65 | 48.8% | 5.5% | 46.33 | 49.2% | 4.1% |
| 60Δ | 43.83 | 49.3% | 4.8% | 47.17 | 49.7% | 3.4% |
| 65Δ | 43.01 | 49.8% | 4.0% | 48.11 | 50.0% | 2.8% |
| 70Δ | 42.03 | 51.9% | 3.4% | 49.12 | 50.2% | 2.2% |
| 75Δ | 40.78 | 56.8% | 2.9% | 50.19 | 50.6% | 1.7% |
| 80Δ | 39.42 | 60.6% | 2.4% | 51.69 | 52.0% | 1.2% |
| 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% |