Share price$46.07
1D-0.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T04:25:06.097Z
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 · 2026-10-22T00:00:00.017261552Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T04:25:05.302788+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.10 | 66.6% | 21.5% | 38.67 | 88.7% | 19.2% |
| 25Δ | 56.56 | 89.5% | 26.1% | 40.66 | 83.1% | 15.8% |
| 30Δ | 53.65 | 82.2% | 20.4% | 41.97 | 84.2% | 14.1% |
| 35Δ | 51.49 | 77.0% | 16.3% | 43.33 | 86.4% | 12.6% |
| 40Δ | 49.57 | 71.3% | 12.8% | 44.76 | 81.8% | 10.4% |
| 45Δ | 48.61 | 76.5% | 12.0% | 46.10 | 81.5% | 9.0% |
| 50Δ | 47.21 | 72.9% | 9.7% | 47.44 | 81.1% | 7.6% |
| 55Δ | 45.99 | 72.1% | 8.1% | 48.86 | 81.9% | 6.5% |
| 60Δ | 44.81 | 72.6% | 6.9% | 50.41 | 83.1% | 5.5% |
| 65Δ | 43.59 | 73.2% | 5.8% | 51.97 | 82.9% | 4.5% |
| 70Δ | 42.31 | 74.6% | 4.8% | 53.98 | 85.1% | 3.7% |
| 75Δ | 41.01 | 74.4% | 3.8% | 54.53 | 75.3% | 2.5% |
| 80Δ | 39.67 | 73.5% | 2.9% | 55.60 | 69.8% | 1.7% |
No recorded observations