Share price$55.18
1D-1.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:17:46.339Z
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 · 2026-10-22T14:17:30.535604415Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 61.30 | 38.6% | 12.2% | 50.58 | 40.0% | 9.8% |
| 25Δ | 59.59 | 36.3% | 9.6% | 51.44 | 40.6% | 8.8% |
| 30Δ | 58.81 | 38.0% | 8.8% | 52.31 | 41.2% | 7.8% |
| 35Δ | 58.03 | 39.7% | 8.1% | 53.18 | 41.9% | 6.9% |
| 40Δ | 57.26 | 41.5% | 7.4% | 54.04 | 42.5% | 5.9% |
| 45Δ | 56.48 | 43.2% | 6.6% | 54.91 | 43.1% | 4.9% |
| 50Δ | 55.70 | 44.9% | 5.9% | 55.69 | 42.1% | 4.3% |
| 55Δ | 54.89 | 46.8% | 5.2% | 56.47 | 40.8% | 3.7% |
| 60Δ | 53.69 | 49.9% | 4.6% | 57.24 | 39.5% | 3.1% |
| 65Δ | 52.50 | 53.0% | 4.1% | 58.01 | 38.3% | 2.4% |
| 70Δ | 51.30 | 56.1% | 3.5% | 58.78 | 37.0% | 1.8% |
| 75Δ | 50.11 | 59.3% | 3.0% | 59.56 | 35.8% | 1.2% |
| 80Δ | 47.75 | 67.5% | 2.5% | 63.25 | 40.1% | 0.7% |
| Date | IV |
|---|---|
| 30.01% | |
| 29.95% |