Share price$55.82
1D+4.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:38:01.334Z
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 · 2026-10-23T19:37:59.53422578Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 62.00 | 38.4% | 12.3% | 50.78 | 43.5% | 10.5% |
| 25Δ | 60.60 | 38.0% | 10.1% | 51.75 | 43.3% | 9.3% |
| 30Δ | 59.55 | 37.9% | 8.7% | 52.72 | 43.2% | 8.1% |
| 35Δ | 58.76 | 37.8% | 7.8% | 53.69 | 43.0% | 6.9% |
| 40Δ | 57.97 | 37.8% | 6.9% | 54.66 | 42.8% | 5.7% |
| 45Δ | 57.18 | 37.8% | 6.0% | 55.60 | 43.0% | 4.9% |
| 50Δ | 56.39 | 37.7% | 5.1% | 56.52 | 43.4% | 4.3% |
| 55Δ | 55.60 | 37.7% | 4.3% | 57.43 | 43.8% | 3.7% |
| 60Δ | 54.83 | 37.2% | 3.5% | 58.35 | 44.2% | 3.1% |
| 65Δ | 54.14 | 35.5% | 3.0% | 59.27 | 44.5% | 2.5% |
| 70Δ | 53.45 | 33.7% | 2.5% | 60.77 | 47.5% | 2.0% |
| 75Δ | 52.75 | 31.9% | 2.1% | 64.61 | 60.4% | 1.8% |
| 80Δ | 52.06 | 30.1% | 1.6% | 68.44 | 73.4% | 1.6% |
| Date | IV |
|---|---|
| 35.97% | |
| 35.72% | |
| 36.64% |