Share price$55.24
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:50:39.751Z
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 · 2026-10-22T15:43:52.328499707Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 64.21 | 63.8% | 18.6% | 48.04 | 89.8% | 17.2% |
| 30Δ | 62.67 | 59.3% | 16.2% | 50.67 | 71.6% | 12.5% |
| 35Δ | 61.13 | 54.7% | 13.8% | 52.10 | 64.7% | 10.3% |
| 40Δ | 59.59 | 50.2% | 11.3% | 53.54 | 57.9% | 8.0% |
| 45Δ | 58.05 | 45.6% | 8.9% | 54.97 | 51.1% | 5.8% |
| 50Δ | 56.51 | 41.1% | 6.4% | 55.84 | 49.1% | 5.0% |
| 55Δ | 54.98 | 36.7% | 4.0% | 56.71 | 47.2% | 4.3% |
| 60Δ | 53.75 | 37.6% | 3.6% | 57.57 | 45.4% | 3.5% |
| 65Δ | 52.53 | 38.6% | 3.2% | 58.43 | 43.5% | 2.7% |
| 70Δ | 51.30 | 39.5% | 2.7% | 59.29 | 41.7% | 2.0% |
| 75Δ | 50.08 | 40.5% | 2.3% | 60.58 | 42.2% | 1.3% |
| 80Δ | 48.86 | 41.4% | 1.9% | 63.92 | 53.9% | 1.2% |
| Date | IV |
|---|---|
| 31.97% | |
| 32.44% |