Share price$51.24
1D+0.8%
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Market dataready · fetched 2026-10-21T16:58:02.999Z
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 · 2026-10-21T16:57:43.721520615Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:02.517624+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.95 | 50.7% | 3.7% | 46.52 | 163.7% | 10.7% |
| 25Δ | 52.63 | 50.0% | 3.3% | 48.86 | 98.4% | 5.8% |
| 30Δ | 52.31 | 49.3% | 2.8% | 50.22 | 52.6% | 2.7% |
| 35Δ | 52.00 | 48.6% | 2.3% | 50.50 | 51.4% | 2.4% |
| 40Δ | 51.76 | 48.7% | 2.1% | 50.78 | 50.2% | 2.0% |
| 45Δ | 51.53 | 48.9% | 1.8% | 51.05 | 49.2% | 1.6% |
| 50Δ | 51.29 | 49.0% | 1.5% | 51.29 | 49.1% | 1.4% |
| 55Δ | 51.05 | 49.2% | 1.3% | 51.53 | 48.9% | 1.2% |
| 60Δ | 50.54 | 66.0% | 1.4% | 51.76 | 48.8% | 1.0% |
| 65Δ | 49.95 | 87.5% | 1.5% | 52.00 | 48.7% | 0.8% |
| 70Δ | 49.59 | 94.4% | 1.4% | 53.01 | 82.2% | 1.1% |
| 75Δ | 49.95 | 54.6% | 0.7% | 53.72 | 89.0% | 0.9% |
| 80Δ | 48.85 | 63.7% | 0.5% | 57.86 | 176.1% | 1.4% |
| Date | IV |
|---|---|
| 50.48% | |
| 54.57% |