Share price$56.24
1D-1.2%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:49.430Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:46.783110845Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:50.303399+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 60.70 | 100.9% | 8.6% | 54.14 | 58.7% | 4.2% |
| 25Δ | 59.08 | 72.5% | 5.7% | 55.17 | 38.6% | 2.3% |
| 30Δ | 57.46 | 44.1% | 2.7% | 55.40 | 38.2% | 2.1% |
| 35Δ | 56.86 | 36.0% | 1.7% | 55.63 | 37.8% | 1.8% |
| 40Δ | 56.67 | 36.0% | 1.6% | 55.86 | 37.4% | 1.5% |
| 45Δ | 56.47 | 35.9% | 1.4% | 56.08 | 37.2% | 1.2% |
| 50Δ | 56.28 | 35.9% | 1.2% | 56.28 | 37.3% | 1.1% |
| 55Δ | 56.08 | 35.8% | 1.0% | 56.48 | 37.4% | 0.9% |
| 60Δ | 55.87 | 35.9% | 0.8% | 56.68 | 37.5% | 0.8% |
| 65Δ | 55.65 | 36.2% | 0.7% | 56.89 | 37.6% | 0.6% |
| 70Δ | 55.43 | 36.5% | 0.6% | 57.12 | 37.8% | 0.5% |
| 75Δ | 55.21 | 36.8% | 0.4% | 57.41 | 38.2% | 0.4% |
| 80Δ | 54.85 | 39.7% | 0.3% | 57.70 | 38.7% | 0.3% |
| Date | IV |
|---|---|
| 40.90% | |
| 40.81% |