Share price$52.22
1D+0.2%
Sold putSold callAH
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 2026-10-22T04:25:13.869Z
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 · 2026-10-22T00:00:00.040597139Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 56.01 | 26.5% | 8.1% | 49.04 | 29.1% | 7.0% |
| 25Δ | 54.58 | 19.9% | 5.3% | 50.12 | 24.3% | 5.1% |
| 30Δ | 53.79 | 16.1% | 3.9% | 50.91 | 20.4% | 3.7% |
| 35Δ | 53.33 | 14.1% | 3.0% | 51.37 | 18.6% | 2.9% |
| 40Δ | 52.94 | 12.5% | 2.4% | 51.80 | 17.1% | 2.2% |
| 45Δ | 52.73 | 11.7% | 2.1% | 52.15 | 16.2% | 1.8% |
| 50Δ | 52.52 | 11.0% | 1.8% | 52.44 | 15.9% | 1.5% |
| 55Δ | 52.31 | 10.3% | 1.5% | 52.72 | 15.7% | 1.2% |
| 60Δ | 52.10 | 9.6% | 1.2% | 53.02 | 15.5% | 0.9% |
| 65Δ | 51.77 | 9.8% | 1.0% | 53.60 | 18.8% | 0.9% |
| 70Δ | 51.35 | 10.9% | 0.8% | 54.30 | 22.5% | 0.8% |
| 75Δ | 50.93 | 12.0% | 0.7% | 55.47 | 28.2% | 0.8% |
| 80Δ | 50.51 | 13.1% | 0.5% | 57.73 | 38.4% | 0.8% |
No recorded observations