Share price$58.37
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:56:23.612Z
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 · 2026-10-23T14:31:06.451720008Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.61 | 48.0% | 11.4% | |||
| 25Δ | 64.15 | 44.7% | 11.6% | 54.22 | 45.0% | 9.1% |
| 30Δ | 62.94 | 44.6% | 10.0% | 55.29 | 44.0% | 7.8% |
| 35Δ | 61.79 | 43.6% | 8.5% | 56.29 | 43.3% | 6.6% |
| 40Δ | 60.78 | 43.1% | 7.3% | 57.17 | 43.0% | 5.8% |
| 45Δ | 59.86 | 43.3% | 6.4% | 58.05 | 42.7% | 5.0% |
| 50Δ | 58.98 | 44.0% | 5.6% | 58.93 | 42.3% | 4.2% |
| 55Δ | 58.08 | 45.0% | 4.9% | 59.81 | 42.0% | 3.4% |
| 60Δ | 57.15 | 45.7% | 4.2% | 60.68 | 41.5% | 2.8% |
| 65Δ | 61.55 | 40.8% | 2.2% | |||
| 70Δ | 62.54 | 40.6% | 1.7% | |||
| 75Δ | 63.65 | 41.0% | 1.3% | |||
| 80Δ | 64.69 | 40.1% | 0.9% | |||
| Date | IV |
|---|---|
| 46.34% | |
| 45.87% | |
| 47.42% |