Share price$39.39
1D+2.0%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T16:21:06.483Z
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 · 2026-10-22T16:20:55.587233151Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.30 | 94.8% | 33.0% | 30.09 | 155.3% | 29.8% |
| 25Δ | 57.92 | 152.2% | 52.4% | 35.46 | 63.8% | 13.0% |
| 30Δ | 55.21 | 147.5% | 46.4% | 36.37 | 62.1% | 11.4% |
| 35Δ | 48.24 | 114.3% | 28.7% | 37.27 | 60.3% | 9.9% |
| 40Δ | 43.29 | 74.0% | 14.8% | 38.18 | 58.6% | 8.4% |
| 45Δ | 40.09 | 27.4% | 4.2% | 39.08 | 56.8% | 6.9% |
| 50Δ | 39.51 | 26.1% | 3.6% | 39.99 | 55.0% | 5.3% |
| 55Δ | 39.01 | 26.1% | 3.2% | 40.97 | 55.9% | 4.6% |
| 60Δ | 38.51 | 26.0% | 2.8% | 41.95 | 56.7% | 4.0% |
| 65Δ | 38.01 | 26.0% | 2.4% | 42.93 | 57.6% | 3.3% |
| 70Δ | 37.51 | 26.0% | 2.1% | 43.91 | 58.5% | 2.6% |
| 75Δ | 37.01 | 25.9% | 1.7% | 44.89 | 59.3% | 2.0% |
| 80Δ | 36.51 | 25.9% | 1.3% | 47.23 | 65.0% | 1.5% |
| Date | IV |
|---|---|
| 32.82% | |
| 42.48% |