Share price$53.85
1D-3.4%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T20:46:36.131Z
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 · 2026-10-22T20:15:34.982213565Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 59.42 | 36.5% | 11.5% | 47.54 | 51.1% | 13.3% |
| 25Δ | 58.53 | 36.3% | 10.2% | 50.09 | 43.6% | 9.0% |
| 30Δ | 57.64 | 36.0% | 9.0% | 50.95 | 43.7% | 8.1% |
| 35Δ | 56.74 | 35.8% | 7.7% | 51.82 | 43.7% | 7.1% |
| 40Δ | 55.85 | 35.5% | 6.5% | 52.69 | 43.8% | 6.2% |
| 45Δ | 54.96 | 35.3% | 5.3% | 53.55 | 43.8% | 5.3% |
| 50Δ | 54.18 | 36.2% | 4.7% | 54.42 | 43.9% | 4.4% |
| 55Δ | 53.40 | 37.1% | 4.2% | 55.38 | 44.4% | 3.6% |
| 60Δ | 52.61 | 37.9% | 3.7% | 56.52 | 45.6% | 3.1% |
| 65Δ | 51.83 | 38.8% | 3.2% | 57.67 | 46.9% | 2.6% |
| 70Δ | 51.05 | 39.7% | 2.7% | 58.81 | 48.2% | 2.1% |
| 75Δ | 50.26 | 40.6% | 2.1% | 59.95 | 49.5% | 1.6% |
| 80Δ | 49.20 | 39.7% | 1.7% | 64.71 | 68.0% | 1.6% |
| Date | IV |
|---|---|
| 35.97% | |
| 35.72% |