Share price$56.04
1D-1.5%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:01:27.586Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:07.313678674Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:27.179040+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 59.70 | 85.1% | 7.2% | 53.10 | 79.8% | 5.8% |
| 25Δ | 58.05 | 56.6% | 4.1% | 55.03 | 37.2% | 2.2% |
| 30Δ | 56.92 | 38.4% | 2.1% | 55.24 | 37.0% | 2.0% |
| 35Δ | 56.71 | 38.3% | 1.9% | 55.45 | 36.8% | 1.7% |
| 40Δ | 56.50 | 38.2% | 1.7% | 55.66 | 36.5% | 1.5% |
| 45Δ | 56.29 | 38.0% | 1.4% | 55.87 | 36.3% | 1.2% |
| 50Δ | 56.07 | 37.9% | 1.2% | 56.07 | 36.2% | 1.0% |
| 55Δ | 55.86 | 37.8% | 1.0% | 56.27 | 36.3% | 0.9% |
| 60Δ | 55.65 | 37.7% | 0.9% | 56.48 | 36.3% | 0.8% |
| 65Δ | 55.44 | 37.7% | 0.7% | 56.68 | 36.4% | 0.6% |
| 70Δ | 55.23 | 37.6% | 0.6% | 56.88 | 36.4% | 0.5% |
| 75Δ | 55.02 | 37.5% | 0.4% | 57.81 | 45.5% | 0.4% |
| 80Δ | 54.41 | 46.9% | 0.4% | 59.77 | 67.4% | 0.4% |
| Date | IV |
|---|---|
| 40.90% | |
| 40.81% |