Share price$49.71
1D-1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:20:46.799Z
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 · 2026-10-22T20:00:03.344047552Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.71 | 35.5% | 11.1% | 45.87 | 32.7% | 8.8% |
| 25Δ | 53.92 | 33.9% | 9.8% | 46.55 | 31.0% | 7.7% |
| 30Δ | 53.14 | 32.2% | 8.5% | 47.23 | 29.4% | 6.6% |
| 35Δ | 52.35 | 30.6% | 7.2% | 47.91 | 27.7% | 5.5% |
| 40Δ | 51.56 | 29.0% | 5.9% | 48.58 | 26.0% | 4.4% |
| 45Δ | 50.78 | 27.4% | 4.6% | 49.26 | 24.3% | 3.3% |
| 50Δ | 49.99 | 25.8% | 3.3% | 49.94 | 22.6% | 2.2% |
| 55Δ | 49.35 | 26.5% | 3.0% | 50.49 | 22.1% | 1.8% |
| 60Δ | 48.70 | 27.2% | 2.7% | 51.03 | 21.6% | 1.6% |
| 65Δ | 48.06 | 27.9% | 2.4% | 51.57 | 21.2% | 1.3% |
| 70Δ | 47.41 | 28.6% | 2.0% | 52.11 | 20.8% | 1.1% |
| 75Δ | 46.77 | 29.3% | 1.7% | 52.65 | 20.3% | 0.8% |
| 80Δ | 46.12 | 30.0% | 1.4% | 53.18 | 19.9% | 0.6% |
| Date | IV |
|---|---|
| 26.34% | |
| 28.47% |