Share price$43.14
1D+3.7%
Sold putSold call
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Market dataready · fetched 2026-10-22T14:29:50.832Z
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 · 2026-10-22T14:29:31.023829138Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:29:49.747843+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.38 | 43.0% | 13.5% | 38.60 | 51.3% | 12.3% |
| 25Δ | 47.26 | 42.7% | 11.3% | 39.68 | 50.2% | 10.3% |
| 30Δ | 46.59 | 45.0% | 10.4% | 40.56 | 50.7% | 9.0% |
| 35Δ | 45.92 | 47.3% | 9.5% | 41.35 | 51.8% | 8.0% |
| 40Δ | 45.25 | 49.6% | 8.7% | 42.14 | 52.9% | 7.0% |
| 45Δ | 44.51 | 50.1% | 7.7% | 42.97 | 54.0% | 6.2% |
| 50Δ | 43.73 | 49.6% | 6.6% | 43.85 | 55.2% | 5.4% |
| 55Δ | 42.95 | 49.1% | 5.5% | 44.73 | 56.4% | 4.6% |
| 60Δ | 42.17 | 48.8% | 4.6% | 45.67 | 56.6% | 3.9% |
| 65Δ | 41.40 | 48.6% | 3.9% | 46.64 | 56.5% | 3.2% |
| 70Δ | 40.62 | 48.5% | 3.2% | 47.73 | 56.9% | 2.5% |
| 75Δ | 39.86 | 47.9% | 2.5% | 49.74 | 61.6% | 2.0% |
| 80Δ | 39.14 | 45.1% | 1.9% | 51.74 | 66.4% | 1.5% |
| Date | IV |
|---|---|
| 45.34% | |
| 45.98% |