Share price$49.78
1D-1.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:27:17.262Z
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 · 2026-10-22T18:26:13.139314318Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.43 | 31.9% | 10.3% | 45.91 | 32.8% | 8.8% |
| 25Δ | 53.71 | 30.8% | 9.2% | 46.60 | 31.1% | 7.7% |
| 30Δ | 52.99 | 29.7% | 8.0% | 47.29 | 29.4% | 6.6% |
| 35Δ | 52.27 | 28.6% | 6.8% | 47.99 | 27.6% | 5.4% |
| 40Δ | 51.54 | 27.5% | 5.7% | 48.68 | 25.9% | 4.3% |
| 45Δ | 50.82 | 26.4% | 4.5% | 49.37 | 24.2% | 3.2% |
| 50Δ | 50.10 | 25.3% | 3.4% | |||
| 55Δ | 49.34 | 27.2% | 3.0% | |||
| 60Δ | 48.57 | 29.5% | 2.7% | |||
| 65Δ | 47.81 | 31.9% | 2.4% | |||
| 70Δ | 47.04 | 34.2% | 2.1% | |||
| 75Δ | 46.28 | 36.6% | 1.8% | |||
| 80Δ | 45.51 | 38.9% | 1.5% | |||
| Date | IV |
|---|---|
| 26.34% | |
| 28.47% |