Share price$52.65
1D-1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:55:41.297Z
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 · 2026-10-23T00:00:00.027487069Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 57.74 | 35.5% | 10.7% | |||
| 25Δ | 56.06 | 29.5% | 7.7% | 49.90 | 32.4% | 6.6% |
| 30Δ | 55.03 | 25.8% | 5.8% | 50.85 | 27.9% | 5.0% |
| 35Δ | 54.31 | 23.1% | 4.6% | 51.52 | 24.9% | 3.8% |
| 40Δ | 53.76 | 21.5% | 3.8% | 52.09 | 22.5% | 2.9% |
| 45Δ | 53.32 | 20.9% | 3.2% | 52.49 | 21.5% | 2.4% |
| 50Δ | 52.89 | 20.6% | 2.7% | 52.88 | 20.5% | 1.9% |
| 55Δ | 52.49 | 21.1% | 2.4% | 53.27 | 20.2% | 1.6% |
| 60Δ | 52.10 | 21.6% | 2.1% | 53.66 | 20.2% | 1.3% |
| 65Δ | 51.61 | 22.8% | 1.8% | 54.05 | 20.2% | 1.0% |
| 70Δ | 51.09 | 24.1% | 1.6% | 54.50 | 20.2% | 0.7% |
| 75Δ | 50.47 | 25.2% | 1.4% | 54.94 | 20.3% | 0.5% |
| 80Δ | 49.76 | 26.5% | 1.1% | 55.57 | 20.9% | 0.3% |
| Date | IV |
|---|---|
| 19.38% | |
| 18.76% |