Share price$42.84
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:25:29.265Z
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 · 2026-10-22T20:00:00.322679877Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.90 | 89.5% | 30.7% | 32.42 | 120.2% | 28.7% |
| 25Δ | 49.86 | 67.5% | 19.0% | 33.92 | 115.2% | 26.4% |
| 30Δ | 48.83 | 65.4% | 17.3% | 35.43 | 110.2% | 24.1% |
| 35Δ | 47.79 | 63.3% | 15.6% | 36.93 | 105.1% | 21.8% |
| 40Δ | 46.76 | 61.2% | 13.9% | 38.44 | 100.1% | 19.5% |
| 45Δ | 45.72 | 59.1% | 12.2% | 39.95 | 95.1% | 17.1% |
| 50Δ | 44.69 | 57.0% | 10.4% | 41.45 | 90.1% | 14.8% |
| 55Δ | 43.65 | 54.9% | 8.7% | 42.96 | 85.1% | 12.5% |
| 60Δ | 42.62 | 52.8% | 7.0% | 44.46 | 80.0% | 10.2% |
| 65Δ | 41.58 | 50.7% | 5.3% | 45.97 | 75.0% | 7.8% |
| 70Δ | 40.55 | 48.6% | 3.6% | 47.47 | 70.0% | 5.5% |
| 75Δ | 39.15 | 51.8% | 2.5% | 48.98 | 65.0% | 3.2% |
| 80Δ | 37.36 | 60.7% | 2.2% | 45.56 | 22.3% | 0.3% |
No recorded observations