Share price$51.05
1D+0.4%
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Market dataready · fetched 2026-10-21T17:51:25.295Z
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 · 2026-10-21T17:51:15.839030711Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:45.249410+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.79 | 51.4% | 3.8% | 48.73 | 73.7% | 5.1% |
| 25Δ | 52.45 | 50.6% | 3.3% | 49.76 | 52.5% | 3.1% |
| 30Δ | 52.11 | 49.9% | 2.8% | 50.08 | 51.0% | 2.6% |
| 35Δ | 51.83 | 49.6% | 2.4% | 50.33 | 50.3% | 2.3% |
| 40Δ | 51.59 | 49.6% | 2.1% | 50.59 | 49.5% | 2.0% |
| 45Δ | 51.34 | 49.6% | 1.8% | 50.84 | 48.8% | 1.7% |
| 50Δ | 51.09 | 49.6% | 1.5% | 51.09 | 48.1% | 1.4% |
| 55Δ | 50.67 | 63.0% | 1.5% | 51.32 | 47.7% | 1.2% |
| 60Δ | 50.15 | 84.9% | 1.7% | 51.55 | 47.2% | 1.0% |
| 65Δ | 49.62 | 106.8% | 1.9% | 51.78 | 46.8% | 0.8% |
| 70Δ | 49.89 | 65.2% | 1.0% | 52.04 | 47.4% | 0.6% |
| 75Δ | 49.48 | 58.1% | 0.7% | 52.93 | 69.2% | 0.7% |
| 80Δ | 48.81 | 64.8% | 0.5% | 53.60 | 74.5% | 0.6% |
| Date | IV |
|---|---|
| 50.48% | |
| 54.57% |