Share price$54.69
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:53:29.468Z
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 · 2026-10-22T20:00:00.584499928Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 69.95 | 89.2% | 30.4% | 50.43 | 35.7% | 8.9% |
| 25Δ | 64.36 | 69.2% | 20.2% | 51.18 | 33.4% | 7.8% |
| 30Δ | 62.47 | 60.0% | 16.7% | 51.93 | 31.1% | 6.7% |
| 35Δ | 60.58 | 50.7% | 13.3% | 52.68 | 28.7% | 5.5% |
| 40Δ | 58.70 | 41.5% | 9.8% | 53.43 | 26.4% | 4.4% |
| 45Δ | 56.81 | 32.3% | 6.4% | 54.18 | 24.1% | 3.2% |
| 50Δ | 54.97 | 23.6% | 3.1% | 54.93 | 21.8% | 2.1% |
| 55Δ | 54.16 | 26.3% | 2.8% | 56.01 | 22.9% | 1.8% |
| 60Δ | 53.35 | 29.1% | 2.6% | 57.12 | 24.3% | 1.5% |
| 65Δ | 52.54 | 31.9% | 2.3% | 58.22 | 25.7% | 1.3% |
| 70Δ | 51.73 | 34.7% | 2.1% | 59.33 | 27.1% | 1.0% |
| 75Δ | 50.92 | 37.4% | 1.9% | 60.44 | 28.5% | 0.8% |
| 80Δ | 50.12 | 40.2% | 1.6% | 61.55 | 29.9% | 0.6% |
| Date | IV |
|---|---|
| 22.49% | |
| 22.41% |