Share price$58.88
1D+0.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T03:00:23.602Z
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 · 2026-10-22T20:00:00.660408434Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:00:22.792090+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 65.85 | 42.8% | 13.1% | 53.10 | 48.8% | 11.5% |
| 25Δ | 64.51 | 42.6% | 11.3% | 54.48 | 46.9% | 9.6% |
| 30Δ | 63.40 | 42.9% | 9.8% | 55.61 | 46.4% | 8.2% |
| 35Δ | 62.31 | 42.6% | 8.5% | 56.66 | 45.8% | 7.0% |
| 40Δ | 61.34 | 42.8% | 7.4% | 57.64 | 45.4% | 6.0% |
| 45Δ | 60.42 | 43.2% | 6.5% | 58.59 | 45.2% | 5.2% |
| 50Δ | 59.51 | 43.6% | 5.6% | 59.54 | 45.1% | 4.4% |
| 55Δ | 58.59 | 43.8% | 4.8% | 60.48 | 44.7% | 3.7% |
| 60Δ | 57.68 | 43.8% | 4.1% | 61.42 | 44.0% | 3.0% |
| 65Δ | 56.73 | 44.1% | 3.4% | 62.44 | 44.0% | 2.4% |
| 70Δ | 55.73 | 44.5% | 2.9% | 63.54 | 44.1% | 1.9% |
| 75Δ | 54.65 | 44.9% | 2.3% | 64.74 | 44.1% | 1.4% |
| 80Δ | 53.32 | 46.7% | 1.8% | 66.23 | 44.9% | 1.0% |
| Date | IV |
|---|---|
| 46.34% | |
| 45.87% |