Share price$41.03
1D+2.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:08:01.182Z
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 · 2026-10-23T20:10:00.001314738Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.54 | 63.6% | 20.4% | 30.95 | 157.8% | 30.2% |
| 25Δ | 56.84 | 134.8% | 43.4% | 33.65 | 121.3% | 22.7% |
| 30Δ | 54.69 | 139.2% | 39.3% | 36.36 | 84.7% | 15.2% |
| 35Δ | 52.44 | 123.7% | 33.7% | 39.06 | 48.2% | 7.7% |
| 40Δ | 50.18 | 108.2% | 28.2% | 40.50 | 37.4% | 4.9% |
| 45Δ | 47.93 | 92.8% | 22.7% | 41.26 | 40.3% | 4.4% |
| 50Δ | 45.67 | 77.3% | 17.1% | 42.02 | 43.2% | 4.0% |
| 55Δ | 43.42 | 61.8% | 11.6% | 42.78 | 46.2% | 3.6% |
| 60Δ | 41.16 | 46.3% | 6.1% | 43.54 | 49.1% | 3.2% |
| 65Δ | 44.30 | 52.0% | 2.8% | |||
| 70Δ | 45.28 | 55.9% | 2.4% | |||
| 75Δ | 48.90 | 70.4% | 2.1% | |||
| 80Δ | 52.51 | 84.9% | 1.8% | |||
| Date | IV |
|---|---|
| 35.90% | |
| 45.04% | |
| 37.07% |