Share price$54.16
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:21:23.725Z
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 · 2026-10-22T22:30:00.003572016Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 61.68 | 49.3% | 15.3% | 47.14 | 67.7% | 15.3% |
| 25Δ | 60.05 | 47.9% | 12.8% | 49.42 | 56.6% | 11.3% |
| 30Δ | 59.20 | 51.1% | 11.9% | 51.06 | 48.3% | 8.5% |
| 35Δ | 57.71 | 47.3% | 9.5% | 51.89 | 52.4% | 8.0% |
| 40Δ | 56.64 | 46.1% | 8.0% | 53.11 | 42.3% | 5.6% |
| 45Δ | 55.68 | 46.6% | 7.0% | 53.92 | 49.8% | 5.6% |
| 50Δ | 54.91 | 51.4% | 6.7% | 54.89 | 50.7% | 4.9% |
| 55Δ | 53.90 | 47.9% | 5.3% | 55.61 | 45.3% | 3.8% |
| 60Δ | 52.94 | 51.1% | 4.8% | 56.35 | 41.5% | 2.8% |
| 65Δ | 52.12 | 46.2% | 3.6% | 57.14 | 40.5% | 2.2% |
| 70Δ | 50.80 | 51.5% | 3.3% | 57.84 | 38.4% | 1.6% |
| 75Δ | 50.87 | 38.0% | 2.0% | 58.70 | 37.7% | 1.2% |
| 80Δ | 47.65 | 61.2% | 2.4% | 59.58 | 36.6% | 0.8% |
| Date | IV |
|---|---|
| 43.67% | |
| 43.64% |