Share price$49.68
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:27:42.800Z
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 | 97.6% | 33.9% | 41.47 | 89.8% | 19.6% |
| 25Δ | 60.37 | 85.5% | 24.7% | 43.63 | 82.9% | 16.0% |
| 30Δ | 57.59 | 79.0% | 19.7% | 45.52 | 79.5% | 13.2% |
| 35Δ | 54.99 | 73.1% | 15.0% | 46.94 | 82.1% | 12.0% |
| 40Δ | 53.65 | 74.2% | 13.4% | 48.37 | 84.8% | 10.7% |
| 45Δ | 52.31 | 75.3% | 11.8% | 49.79 | 87.4% | 9.4% |
| 50Δ | 50.97 | 76.4% | 10.2% | 51.35 | 87.3% | 8.2% |
| 55Δ | 49.63 | 77.1% | 8.7% | 52.92 | 86.8% | 6.9% |
| 60Δ | 48.28 | 77.0% | 7.4% | 54.49 | 86.2% | 5.7% |
| 65Δ | 46.93 | 76.8% | 6.2% | 56.10 | 84.5% | 4.6% |
| 70Δ | 45.58 | 76.6% | 4.9% | 57.72 | 82.2% | 3.6% |
| 75Δ | 43.85 | 79.3% | 3.9% | 59.35 | 79.9% | 2.7% |
| 80Δ | 41.84 | 84.1% | 3.2% | 62.22 | 82.5% | 1.9% |
| Date | IV |
|---|---|
| 63.76% | |
| 63.51% |