Share price$43.76
1D+3.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:46:01.098Z
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 · 2026-10-22T20:10:00.002168473Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 59.05 | 97.1% | 37.4% | 40.42 | 37.6% | 9.1% |
| 25Δ | 51.61 | 69.1% | 20.5% | 41.09 | 39.6% | 8.4% |
| 30Δ | 48.62 | 54.0% | 13.6% | 41.76 | 41.5% | 7.7% |
| 35Δ | 46.85 | 42.4% | 9.5% | 42.44 | 43.5% | 7.0% |
| 40Δ | 45.08 | 30.9% | 5.4% | 43.11 | 45.5% | 6.3% |
| 45Δ | 44.52 | 30.0% | 4.7% | 43.78 | 47.4% | 5.6% |
| 50Δ | 44.01 | 29.6% | 4.3% | 44.46 | 49.4% | 4.9% |
| 55Δ | 43.51 | 29.3% | 3.8% | 45.24 | 51.6% | 4.2% |
| 60Δ | 43.01 | 28.9% | 3.4% | 46.49 | 54.5% | 3.7% |
| 65Δ | 42.50 | 28.6% | 2.9% | 47.74 | 57.5% | 3.1% |
| 70Δ | 42.00 | 28.2% | 2.5% | 48.99 | 60.5% | 2.6% |
| 75Δ | 41.49 | 27.8% | 2.0% | 50.41 | 63.5% | 2.1% |
| 80Δ | 40.99 | 27.5% | 1.6% | 52.58 | 66.1% | 1.5% |
| Date | IV |
|---|---|
| 34.59% |