Share price$46.35
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:20:19.196Z
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 · 2026-10-22T20:00:02.885322704Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.25 | 160.2% | 72.9% | 41.39 | 54.3% | 13.0% |
| 25Δ | 52.49 | 57.0% | 15.5% | 42.32 | 57.7% | 11.9% |
| 30Δ | 51.51 | 59.7% | 14.2% | 43.24 | 61.0% | 10.9% |
| 35Δ | 50.52 | 62.4% | 12.8% | 44.17 | 64.3% | 9.8% |
| 40Δ | 49.44 | 62.6% | 11.2% | 45.11 | 66.9% | 8.7% |
| 45Δ | 48.24 | 60.0% | 9.3% | 46.11 | 63.3% | 7.3% |
| 50Δ | 47.13 | 58.6% | 7.7% | 47.12 | 59.8% | 5.8% |
| 55Δ | 46.16 | 59.0% | 6.6% | 48.16 | 58.6% | 4.8% |
| 60Δ | 45.19 | 59.4% | 5.6% | 49.21 | 59.0% | 4.0% |
| 65Δ | 43.81 | 64.8% | 5.0% | 50.31 | 59.3% | 3.3% |
| 70Δ | 42.33 | 71.4% | 4.4% | 51.52 | 59.2% | 2.6% |
| 75Δ | 40.85 | 77.9% | 3.9% | 53.15 | 61.8% | 2.0% |
| 80Δ | 56.00 | 69.8% | 1.6% | |||
| Date | IV |
|---|---|
| 57.98% | |
| 57.31% |