Share price$40.67
1D-0.1%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:23.163Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:51:18.58203726Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:47.272427+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.85 | 43.2% | 3.3% | 39.57 | 45.5% | 3.1% |
| 25Δ | 41.64 | 43.9% | 2.9% | 39.80 | 45.1% | 2.7% |
| 30Δ | 41.43 | 44.1% | 2.5% | 40.02 | 44.7% | 2.2% |
| 35Δ | 41.24 | 43.4% | 2.2% | 40.20 | 44.0% | 1.9% |
| 40Δ | 41.05 | 42.6% | 1.8% | 40.38 | 43.3% | 1.6% |
| 45Δ | 40.88 | 42.7% | 1.6% | 40.56 | 43.1% | 1.4% |
| 50Δ | 40.72 | 43.2% | 1.4% | 40.73 | 43.8% | 1.2% |
| 55Δ | 40.55 | 43.6% | 1.2% | 40.89 | 44.4% | 1.0% |
| 60Δ | 40.38 | 43.6% | 1.0% | 41.05 | 43.9% | 0.9% |
| 65Δ | 40.21 | 43.3% | 0.9% | 41.19 | 41.4% | 0.7% |
| 70Δ | 40.04 | 43.0% | 0.7% | 41.32 | 38.9% | 0.5% |
| 75Δ | 39.81 | 44.3% | 0.6% | 41.45 | 36.4% | 0.3% |
| 80Δ | 39.56 | 46.0% | 0.5% | 41.77 | 40.0% | 0.3% |
| Date | IV |
|---|---|
| 44.94% | |
| 44.67% | |
| 48.87% | |
| 49.89% | |
| 51.50% | |
| 57.83% | |
| 46.07% | |
| 50.05% | |
| 48.95% | |
| 50.07% | |
| 50.03% | |
| 49.93% | |
| 45.24% | |
| 44.68% | |
| 41.20% | |
| 43.00% | |
| 39.47% | |
| 43.72% | |
| 42.65% | |
| 46.58% | |
| 48.72% | |
| 44.08% | |
| 50.27% | |
| 47.45% | |
| 47.50% | |
| 47.01% | |
| 42.03% | |
| 44.29% | |
| 45.14% | |
| 46.20% | |
| 43.84% | |
| 40.76% | |
| 45.69% | |
| 45.92% | |
| 43.70% | |
| 41.87% | |
| 47.65% | |
| 44.90% | |
| 46.57% | |
| 43.61% | |
| 39.69% | |
| 41.88% | |
| 42.02% | |
| 40.90% | |
| 42.54% | |
| 38.73% | |
| 41.48% | |
| 42.92% | |
| 39.45% | |
| 44.21% | |
| 36.97% | |
| 39.58% | |
| 38.56% | |
| 38.71% | |
| 40.74% | |
| 36.54% | |
| 39.04% | |
| 40.81% | |
| 42.11% | |
| 39.15% | |
| 39.04% | |
| 40.08% | |
| 40.70% |