Share price$55.32
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:52:00.599Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T14:51:20.208539539Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.79 | 109.2% | 30.8% | |||
| 25Δ | 46.34 | 79.2% | 20.9% | |||
| 30Δ | 50.55 | 56.9% | 13.4% | |||
| 35Δ | 52.16 | 49.4% | 10.6% | |||
| 40Δ | 59.14 | 47.4% | 12.5% | 53.77 | 41.8% | 7.8% |
| 45Δ | 57.05 | 48.6% | 11.4% | 55.33 | 36.2% | 5.5% |
| 50Δ | 54.95 | 49.9% | 10.3% | 56.74 | 37.3% | 4.9% |
| 55Δ | 52.86 | 51.2% | 9.3% | 58.15 | 38.3% | 4.2% |
| 60Δ | 50.77 | 52.4% | 8.2% | 59.55 | 39.4% | 3.6% |
| 65Δ | 48.67 | 53.7% | 7.2% | 60.96 | 40.4% | 2.9% |
| 70Δ | 46.58 | 55.0% | 6.1% | 62.37 | 41.5% | 2.3% |
| 75Δ | 44.49 | 56.3% | 5.0% | 63.78 | 42.5% | 1.7% |
| 80Δ | 42.39 | 57.5% | 4.0% | 66.10 | 46.1% | 1.1% |
| Date | IV |
|---|---|
| 31.97% | |
| 32.44% |