Share price$49.83
1D+2.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:54:18.993Z
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 · 2026-10-22T23:00:00.002275043Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:54:15.672226+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.34 | 32.4% | 10.1% | 43.14 | 70.7% | 15.9% |
| 25Δ | 53.66 | 32.9% | 9.2% | 45.01 | 63.7% | 12.6% |
| 30Δ | 52.98 | 33.4% | 8.3% | 46.75 | 52.6% | 9.2% |
| 35Δ | 52.30 | 33.9% | 7.4% | 47.77 | 51.3% | 7.8% |
| 40Δ | 51.63 | 34.4% | 6.5% | 48.68 | 50.1% | 6.7% |
| 45Δ | 50.95 | 34.9% | 5.6% | 49.58 | 48.7% | 5.6% |
| 50Δ | 50.27 | 35.4% | 4.7% | 50.47 | 48.0% | 4.8% |
| 55Δ | 49.57 | 36.5% | 4.0% | 51.37 | 47.5% | 4.1% |
| 60Δ | 48.84 | 38.8% | 3.6% | 52.26 | 46.9% | 3.4% |
| 65Δ | 48.11 | 41.1% | 3.2% | 53.15 | 46.4% | 2.8% |
| 70Δ | 47.50 | 39.0% | 2.6% | 54.04 | 45.9% | 2.1% |
| 75Δ | 46.92 | 36.1% | 1.9% | 55.04 | 45.8% | 1.5% |
| 80Δ | 46.24 | 34.3% | 1.5% | 56.98 | 48.3% | 1.1% |
| Date | IV |
|---|---|
| 35.80% | |
| 36.94% |