Share price$51.50
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T10:48:24.529Z
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 · 2026-10-21T23:00:00.003819994Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 93.98 | 189.5% | 87.3% | 40.66 | 126.6% | 25.8% |
| 25Δ | 74.74 | 139.5% | 49.9% | 44.47 | 98.0% | 18.4% |
| 30Δ | 63.00 | 102.4% | 27.1% | 47.10 | 70.5% | 12.5% |
| 35Δ | 58.37 | 82.1% | 18.1% | 49.55 | 43.2% | 6.8% |
| 40Δ | 55.18 | 66.5% | 11.9% | 50.47 | 37.0% | 5.2% |
| 45Δ | 53.91 | 62.2% | 10.0% | 51.04 | 35.6% | 4.6% |
| 50Δ | 52.75 | 58.6% | 8.3% | 51.62 | 34.2% | 4.0% |
| 55Δ | 51.59 | 55.0% | 6.7% | 52.19 | 32.8% | 3.4% |
| 60Δ | 50.44 | 51.4% | 5.0% | 52.77 | 31.4% | 2.8% |
| 65Δ | 49.14 | 52.6% | 4.1% | 53.34 | 30.0% | 2.2% |
| 70Δ | 47.76 | 56.9% | 3.5% | 53.92 | 28.6% | 1.6% |
| 75Δ | 46.38 | 61.1% | 3.0% | 54.49 | 27.2% | 1.0% |
| 80Δ | 44.99 | 65.4% | 2.5% | |||
No recorded observations