Share price$45.69
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:52:43.008Z
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 · 2026-10-22T14:52:32.236608243Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.86 | 33.6% | 10.2% | 42.24 | 36.5% | 8.8% |
| 25Δ | 49.25 | 35.2% | 9.2% | 43.02 | 36.1% | 7.4% |
| 30Δ | 48.60 | 36.0% | 8.2% | 43.68 | 35.8% | 6.4% |
| 35Δ | 47.94 | 36.4% | 7.2% | 44.32 | 35.3% | 5.5% |
| 40Δ | 47.30 | 36.5% | 6.3% | 44.92 | 34.6% | 4.6% |
| 45Δ | 46.68 | 36.7% | 5.5% | 45.49 | 34.4% | 4.0% |
| 50Δ | 46.08 | 37.0% | 4.8% | 46.04 | 34.2% | 3.3% |
| 55Δ | 45.48 | 37.3% | 4.1% | 46.57 | 33.2% | 2.7% |
| 60Δ | 44.86 | 37.6% | 3.5% | 47.09 | 32.1% | 2.1% |
| 65Δ | 44.21 | 38.5% | 3.0% | 47.59 | 31.1% | 1.7% |
| 70Δ | 43.42 | 40.7% | 2.6% | 48.13 | 30.4% | 1.2% |
| 75Δ | 42.61 | 41.9% | 2.2% | 48.84 | 31.2% | 0.9% |
| 80Δ | 41.70 | 42.7% | 1.7% | 49.56 | 31.1% | 0.6% |
| Date | IV |
|---|---|
| 33.99% | |
| 34.87% |