Share price$52.23
1D+1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:21:57.301Z
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 · 2026-10-22T00:00:00.147168276Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 54.86 | 28.1% | 6.5% | 48.68 | 58.7% | 10.3% |
| 35Δ | 56.15 | 52.3% | 10.7% | 50.10 | 50.5% | 7.8% |
| 40Δ | 54.95 | 47.8% | 8.8% | 51.18 | 42.2% | 5.7% |
| 45Δ | 53.81 | 43.6% | 6.9% | 52.21 | 25.0% | 2.7% |
| 50Δ | 52.78 | 39.8% | 5.3% | 52.83 | 39.1% | 3.7% |
| 55Δ | 52.02 | 37.0% | 4.2% | 53.39 | 39.3% | 3.3% |
| 60Δ | 51.43 | 33.8% | 3.3% | 53.92 | 34.3% | 2.3% |
| 65Δ | 50.91 | 30.6% | 2.5% | 54.66 | 34.4% | 1.8% |
| 70Δ | 50.57 | 27.4% | 2.0% | 55.59 | 36.3% | 1.5% |
| 75Δ | 50.23 | 24.2% | 1.4% | 56.61 | 37.6% | 1.2% |
| 80Δ | ||||||
No recorded observations