Share price$44.26
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:33:53.403Z
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 · 2026-10-23T17:33:50.506931526Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.95 | 39.3% | 11.7% | 40.27 | 45.0% | 10.5% |
| 25Δ | 48.14 | 40.0% | 10.3% | 41.21 | 43.5% | 8.8% |
| 30Δ | 47.36 | 40.0% | 9.0% | 42.05 | 41.9% | 7.3% |
| 35Δ | 46.62 | 39.9% | 7.8% | 42.75 | 41.2% | 6.3% |
| 40Δ | 45.93 | 39.7% | 6.7% | 43.41 | 40.5% | 5.3% |
| 45Δ | 45.29 | 39.8% | 5.9% | 44.05 | 39.9% | 4.5% |
| 50Δ | 44.67 | 39.6% | 5.0% | 44.74 | 40.0% | 4.0% |
| 55Δ | 44.05 | 39.0% | 4.2% | 45.43 | 40.2% | 3.4% |
| 60Δ | 43.38 | 41.7% | 3.8% | 46.12 | 40.4% | 2.9% |
| 65Δ | 42.74 | 42.3% | 3.3% | 46.80 | 40.5% | 2.3% |
| 70Δ | 42.16 | 39.9% | 2.5% | 47.49 | 40.7% | 1.8% |
| 75Δ | 41.13 | 44.9% | 2.3% | 48.28 | 41.2% | 1.3% |
| 80Δ | 40.20 | 45.9% | 1.8% | 49.66 | 44.7% | 1.0% |
| Date | IV |
|---|---|
| 38.16% | |
| 38.73% | |
| 41.11% |