Share price$45.16
1D-0.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T04:29:17.386Z
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 · 2026-10-24T00:00:00.655978789Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:29:17.564249+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.78 | 37.9% | 11.3% | 41.74 | 37.7% | 8.8% |
| 25Δ | 48.70 | 36.7% | 9.3% | 42.49 | 37.5% | 7.5% |
| 30Δ | 47.96 | 36.6% | 8.0% | 43.13 | 37.9% | 6.6% |
| 35Δ | 47.33 | 37.0% | 7.1% | 43.78 | 37.0% | 5.6% |
| 40Δ | 46.71 | 37.0% | 6.1% | 44.38 | 36.7% | 4.8% |
| 45Δ | 46.09 | 36.6% | 5.3% | 44.95 | 36.7% | 4.1% |
| 50Δ | 45.52 | 36.2% | 4.5% | 45.50 | 36.1% | 3.4% |
| 55Δ | 44.95 | 36.1% | 3.8% | 46.05 | 35.3% | 2.8% |
| 60Δ | 44.32 | 38.8% | 3.5% | 46.57 | 34.2% | 2.2% |
| 65Δ | 43.69 | 40.0% | 3.0% | 47.09 | 33.3% | 1.7% |
| 70Δ | 43.05 | 39.7% | 2.5% | 47.68 | 33.1% | 1.3% |
| 75Δ | 42.13 | 43.1% | 2.1% | 48.40 | 33.7% | 1.0% |
| 80Δ | 41.26 | 43.6% | 1.7% | 49.24 | 34.4% | 0.7% |
| Date | IV |
|---|---|
| 35.92% | |
| 36.23% | |
| 37.80% | |
| 35.12% | |
| 36.18% | |
| 37.14% | |
| 36.97% | |
| 35.01% | |
| 36.51% | |
| 34.21% | |
| 34.90% | |
| 33.25% | |
| 32.68% | |
| 35.38% | |
| 29.34% | |
| 33.70% | |
| 34.02% | |
| 37.25% | |
| 37.24% | |
| 33.39% | |
| 33.74% | |
| 34.61% | |
| 32.60% | |
| 32.55% | |
| 32.14% | |
| 32.54% | |
| 33.62% | |
| 31.85% | |
| 33.75% | |
| 32.28% | |
| 35.69% | |
| 35.41% | |
| 34.36% | |
| 32.86% | |
| 36.78% | |
| 38.36% | |
| 40.71% | |
| 38.51% | |
| 31.59% | |
| 31.88% | |
| 31.11% | |
| 30.92% | |
| 32.33% | |
| 32.00% | |
| 34.14% | |
| 32.30% | |
| 31.94% | |
| 32.02% | |
| 31.23% | |
| 31.70% | |
| 30.93% | |
| 31.48% | |
| 30.79% | |
| 29.33% | |
| 31.46% | |
| 32.61% | |
| 36.79% | |
| 43.42% | |
| 32.15% | |
| 32.76% | |
| 33.96% | |
| 34.77% | |
| 34.74% | |
| 34.61% |