Share price$53.90
1D-3.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:23:06.410Z
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 · 2026-10-22T22:52:16.338474837Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 59.44 | 36.3% | 11.4% | 47.60 | 51.2% | 13.3% |
| 25Δ | 58.55 | 36.0% | 10.2% | 50.11 | 43.9% | 9.0% |
| 30Δ | 57.67 | 35.7% | 8.9% | 50.98 | 44.0% | 8.1% |
| 35Δ | 56.78 | 35.5% | 7.7% | 51.86 | 44.1% | 7.2% |
| 40Δ | 55.89 | 35.2% | 6.4% | 52.73 | 44.1% | 6.3% |
| 45Δ | 55.01 | 34.9% | 5.2% | 53.61 | 44.2% | 5.4% |
| 50Δ | 54.23 | 35.7% | 4.7% | 54.48 | 44.3% | 4.4% |
| 55Δ | 53.46 | 36.5% | 4.2% | 55.47 | 44.9% | 3.7% |
| 60Δ | 52.68 | 37.3% | 3.6% | 56.63 | 46.3% | 3.2% |
| 65Δ | 51.91 | 38.1% | 3.1% | 57.78 | 47.7% | 2.7% |
| 70Δ | 51.14 | 38.9% | 2.6% | 58.94 | 49.1% | 2.1% |
| 75Δ | 50.36 | 39.7% | 2.1% | 60.38 | 51.9% | 1.7% |
| 80Δ | 65.18 | 70.3% | 1.6% | |||
| Date | IV |
|---|---|
| 35.97% | |
| 35.72% |