Share price$54.06
1D-2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:49.360Z
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 · 2026-10-22T23:13:41.292274891Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 80.27 | 135.1% | 52.1% | 43.58 | 112.0% | 23.4% |
| 25Δ | 71.27 | 115.8% | 36.0% | 46.71 | 94.6% | 18.1% |
| 30Δ | 65.15 | 98.0% | 25.1% | 49.27 | 80.7% | 13.7% |
| 35Δ | 61.59 | 87.3% | 19.0% | 50.98 | 74.0% | 11.2% |
| 40Δ | 59.24 | 84.5% | 15.6% | 52.35 | 70.1% | 9.5% |
| 45Δ | 57.60 | 87.1% | 14.0% | 53.72 | 66.2% | 7.7% |
| 50Δ | 55.96 | 89.8% | 12.3% | 55.08 | 62.5% | 6.0% |
| 55Δ | 54.27 | 91.5% | 10.7% | 56.22 | 60.9% | 5.1% |
| 60Δ | 52.50 | 91.9% | 9.1% | 57.37 | 59.3% | 4.3% |
| 65Δ | 50.73 | 92.3% | 7.5% | 58.52 | 57.7% | 3.4% |
| 70Δ | 48.80 | 93.7% | 6.1% | 59.67 | 56.1% | 2.5% |
| 75Δ | 46.75 | 95.8% | 5.0% | 61.51 | 57.8% | 1.9% |
| 80Δ | 44.53 | 98.9% | 3.8% | 63.63 | 60.7% | 1.4% |
| Date | IV |
|---|---|
| 73.20% | |
| 71.79% |