Share price$49.68
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:46:11.030Z
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 · 2026-10-22T20:34:58.532874742Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 65.18 | 97.0% | 33.9% | 41.47 | 88.3% | 19.6% |
| 25Δ | 60.37 | 85.1% | 24.7% | 43.63 | 81.5% | 16.0% |
| 30Δ | 57.59 | 78.2% | 19.7% | 45.52 | 78.1% | 13.2% |
| 35Δ | 54.99 | 71.8% | 15.0% | 46.95 | 80.7% | 12.0% |
| 40Δ | 53.65 | 72.9% | 13.4% | 48.37 | 83.3% | 10.7% |
| 45Δ | 52.31 | 73.9% | 11.8% | 49.80 | 85.9% | 9.4% |
| 50Δ | 50.97 | 75.0% | 10.2% | 51.35 | 85.8% | 8.2% |
| 55Δ | 49.63 | 75.7% | 8.7% | 52.93 | 85.3% | 6.9% |
| 60Δ | 48.28 | 75.6% | 7.4% | 54.51 | 84.8% | 5.7% |
| 65Δ | 46.93 | 75.4% | 6.2% | 56.12 | 83.1% | 4.6% |
| 70Δ | 45.58 | 75.2% | 4.9% | 57.74 | 80.9% | 3.6% |
| 75Δ | 43.86 | 77.9% | 3.9% | 59.37 | 78.6% | 2.7% |
| 80Δ | 41.85 | 82.6% | 3.2% | 62.27 | 81.3% | 1.9% |
| Date | IV |
|---|---|
| 63.76% | |
| 63.51% |