Share price$46.02
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T10:54:03.651Z
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 · 2026-10-21T23:00:00.003757056Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.82 | 36.4% | 11.5% | 42.47 | 37.5% | 9.0% |
| 25Δ | 49.59 | 34.8% | 9.2% | 43.18 | 36.9% | 7.9% |
| 30Δ | 48.96 | 35.8% | 8.3% | 43.88 | 36.5% | 6.8% |
| 35Δ | 48.33 | 36.7% | 7.4% | 44.57 | 36.0% | 5.7% |
| 40Δ | 47.70 | 37.7% | 6.5% | 45.22 | 35.3% | 4.8% |
| 45Δ | 47.05 | 39.1% | 5.9% | 45.77 | 34.5% | 4.1% |
| 50Δ | 46.39 | 40.7% | 5.3% | 46.32 | 33.7% | 3.5% |
| 55Δ | 45.73 | 42.3% | 4.7% | 46.87 | 32.9% | 2.8% |
| 60Δ | 45.07 | 43.8% | 4.1% | 47.42 | 32.0% | 2.1% |
| 65Δ | 44.21 | 45.7% | 3.6% | 47.89 | 30.6% | 1.7% |
| 70Δ | 43.32 | 47.7% | 3.0% | 48.35 | 29.0% | 1.4% |
| 75Δ | 42.39 | 49.8% | 2.5% | 48.81 | 27.5% | 1.0% |
| 80Δ | 40.97 | 54.2% | 2.1% | 49.27 | 25.9% | 0.6% |
No recorded observations