Share price$43.30
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:31:51.886Z
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 · 2026-10-22T22:57:46.411138554Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 58.77 | 108.0% | 38.7% | 35.88 | 95.9% | 20.6% |
| 25Δ | 53.66 | 92.9% | 27.4% | 38.17 | 81.6% | 15.7% |
| 30Δ | 50.46 | 82.6% | 20.5% | 40.11 | 65.3% | 11.2% |
| 35Δ | 48.40 | 77.5% | 16.4% | 41.10 | 67.6% | 10.1% |
| 40Δ | 46.71 | 72.4% | 13.1% | 42.14 | 67.1% | 8.7% |
| 45Δ | 45.36 | 68.8% | 10.7% | 43.14 | 62.4% | 7.0% |
| 50Δ | 44.29 | 70.5% | 9.4% | 44.07 | 60.5% | 5.8% |
| 55Δ | 43.22 | 71.4% | 8.1% | 45.02 | 60.2% | 4.9% |
| 60Δ | 42.10 | 73.8% | 7.0% | 45.99 | 59.9% | 4.1% |
| 65Δ | 40.93 | 75.6% | 6.0% | 46.97 | 59.2% | 3.3% |
| 70Δ | 39.56 | 80.4% | 5.2% | 48.10 | 59.5% | 2.6% |
| 75Δ | 37.98 | 86.0% | 4.4% | 49.64 | 62.0% | 2.0% |
| 80Δ | 36.14 | 91.4% | 3.5% | 51.07 | 61.6% | 1.5% |
| Date | IV |
|---|---|
| 70.01% | |
| 76.33% |