Share price$54.89
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T06:57:11.176Z
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 · 2026-10-22T23:00:00.002521625Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | 56.16 | 10.1% | 0.3% | |||
| 55Δ | 57.37 | 15.6% | 0.3% | |||
| 60Δ | 58.57 | 21.1% | 0.4% | |||
| 65Δ | 59.77 | 26.7% | 0.4% | |||
| 70Δ | 60.98 | 32.2% | 0.4% | |||
| 75Δ | 62.18 | 37.7% | 0.5% | |||
| 80Δ | 63.38 | 43.3% | 0.5% | |||
No recorded observations