Share price$51.10
1D+0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:07:54.269Z
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 · 2026-10-22T17:07:33.048812914Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 47.64 | 58.7% | 10.2% | |||
| 35Δ | 48.96 | 52.5% | 8.0% | |||
| 40Δ | 50.00 | 48.2% | 6.3% | |||
| 45Δ | 50.86 | 44.0% | 5.0% | |||
| 50Δ | 51.69 | 43.6% | 5.7% | 51.48 | 37.9% | 3.8% |
| 55Δ | 50.90 | 40.2% | 4.5% | 52.05 | 32.0% | 2.6% |
| 60Δ | 50.29 | 35.1% | 3.4% | 52.58 | 30.8% | 2.1% |
| 65Δ | 49.70 | 32.3% | 2.6% | 53.09 | 29.4% | 1.6% |
| 70Δ | 49.12 | 31.4% | 2.1% | 53.52 | 27.5% | 1.1% |
| 75Δ | 48.54 | 30.4% | 1.7% | 53.95 | 25.7% | 0.7% |
| 80Δ | 47.95 | 29.5% | 1.3% | 54.89 | 27.5% | 0.5% |
| Date | IV |
|---|---|
| 31.60% | |
| 33.08% |