Share price$51.01
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:30:44.099Z
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 · 2026-10-22T21:06:15.593544284Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 56.10 | 36.0% | 11.1% | |||
| 25Δ | 55.30 | 37.5% | 9.9% | |||
| 30Δ | 55.53 | 49.6% | 11.4% | 47.56 | 58.8% | 10.2% |
| 35Δ | 55.22 | 56.8% | 11.7% | 48.88 | 52.5% | 8.0% |
| 40Δ | 53.65 | 50.8% | 8.9% | 49.92 | 48.1% | 6.3% |
| 45Δ | 52.55 | 47.5% | 7.2% | 50.77 | 42.6% | 4.8% |
| 50Δ | 51.60 | 40.7% | 5.4% | 51.39 | 37.1% | 3.7% |
| 55Δ | 50.81 | 33.3% | 3.7% | 51.94 | 31.8% | 2.6% |
| 60Δ | 50.18 | 33.6% | 3.2% | 52.46 | 30.1% | 2.0% |
| 65Δ | 49.58 | 33.2% | 2.6% | 52.97 | 28.9% | 1.5% |
| 70Δ | 48.98 | 32.4% | 2.1% | 53.38 | 27.0% | 1.1% |
| 75Δ | 48.37 | 31.6% | 1.7% | 53.78 | 25.0% | 0.7% |
| 80Δ | 47.72 | 30.9% | 1.3% | 54.44 | 24.9% | 0.4% |
| Date | IV |
|---|---|
| 31.60% | |
| 33.08% |