Share price$43.50
1D+3.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:12:11.659Z
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 · 2026-10-22T18:12:11.332942542Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.68 | 88.3% | 30.5% | 40.31 | 35.7% | 8.7% |
| 25Δ | 50.66 | 67.5% | 19.0% | 40.96 | 37.4% | 8.0% |
| 30Δ | 47.79 | 47.8% | 12.1% | 41.60 | 39.1% | 7.3% |
| 35Δ | 45.21 | 28.2% | 5.7% | 42.24 | 40.8% | 6.6% |
| 40Δ | 44.60 | 26.2% | 4.8% | 42.89 | 42.5% | 6.0% |
| 45Δ | 44.17 | 25.7% | 4.4% | 43.53 | 44.1% | 5.3% |
| 50Δ | 43.74 | 25.2% | 4.0% | 44.18 | 45.8% | 4.6% |
| 55Δ | 43.30 | 24.8% | 3.6% | 44.82 | 47.5% | 3.9% |
| 60Δ | 42.87 | 24.3% | 3.2% | 45.88 | 49.9% | 3.4% |
| 65Δ | 42.44 | 23.8% | 2.8% | 47.10 | 52.6% | 2.9% |
| 70Δ | 42.00 | 23.4% | 2.4% | 48.32 | 55.3% | 2.4% |
| 75Δ | 41.57 | 22.9% | 2.0% | 49.54 | 58.1% | 1.9% |
| 80Δ | 41.14 | 22.4% | 1.5% | 51.36 | 60.4% | 1.4% |
| Date | IV |
|---|---|
| 34.59% |