Share price$44.75
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:58:18.732Z
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 · 2026-10-22T22:30:00.001683422Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.30 | 44.2% | 13.7% | 40.07 | 52.4% | 12.2% |
| 25Δ | 49.14 | 42.6% | 11.5% | 41.03 | 52.0% | 10.7% |
| 30Δ | 48.16 | 41.7% | 9.7% | 41.99 | 51.6% | 9.2% |
| 35Δ | 47.28 | 42.0% | 8.3% | 42.89 | 51.7% | 7.9% |
| 40Δ | 46.62 | 44.9% | 7.7% | 43.73 | 52.4% | 7.0% |
| 45Δ | 45.96 | 47.7% | 7.1% | 44.56 | 53.2% | 6.1% |
| 50Δ | 45.30 | 50.5% | 6.5% | 45.40 | 53.2% | 5.2% |
| 55Δ | 44.60 | 50.3% | 5.7% | 46.25 | 52.6% | 4.4% |
| 60Δ | 43.88 | 47.8% | 4.7% | 47.10 | 52.0% | 3.6% |
| 65Δ | 43.16 | 45.2% | 3.7% | 47.93 | 50.8% | 2.8% |
| 70Δ | 42.44 | 42.8% | 2.8% | 48.75 | 49.0% | 2.2% |
| 75Δ | 41.68 | 41.9% | 2.2% | 49.56 | 47.2% | 1.6% |
| 80Δ | 40.92 | 41.0% | 1.7% | 51.05 | 49.3% | 1.1% |
| Date | IV |
|---|---|
| 40.06% | |
| 43.06% |