Share price$43.31
1D+4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:21:03.781Z
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 · 2026-10-22T21:20:01.165250734Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.48 | 50.0% | 15.7% | 38.82 | 50.6% | 12.1% |
| 25Δ | 48.31 | 49.7% | 13.5% | 39.89 | 49.8% | 10.1% |
| 30Δ | 47.24 | 49.7% | 11.6% | 40.73 | 49.3% | 8.9% |
| 35Δ | 46.39 | 50.2% | 10.3% | 41.54 | 48.7% | 7.6% |
| 40Δ | 45.54 | 50.7% | 8.9% | 42.35 | 48.2% | 6.4% |
| 45Δ | 44.70 | 51.3% | 7.8% | 43.11 | 47.9% | 5.5% |
| 50Δ | 43.90 | 52.1% | 6.8% | 43.85 | 47.7% | 4.7% |
| 55Δ | 43.10 | 52.9% | 5.9% | 44.58 | 47.5% | 3.9% |
| 60Δ | 42.28 | 53.6% | 5.0% | 45.27 | 46.3% | 3.2% |
| 65Δ | 41.42 | 53.7% | 4.3% | 45.89 | 44.1% | 2.6% |
| 70Δ | 40.56 | 53.9% | 3.5% | 46.50 | 41.8% | 2.0% |
| 75Δ | 39.63 | 53.8% | 2.8% | 47.12 | 39.6% | 1.3% |
| 80Δ | 38.61 | 53.6% | 2.1% | 48.34 | 41.3% | 0.9% |
| Date | IV |
|---|---|
| 45.34% | |
| 45.98% |