Share price$43.31
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:25:45.299Z
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 · 2026-10-21T20:00:00.566205024Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.06 | 65.9% | 22.1% | 36.89 | 76.4% | 17.7% |
| 25Δ | 49.98 | 64.8% | 17.9% | 38.27 | 76.8% | 15.4% |
| 30Δ | 48.80 | 65.1% | 16.0% | 39.65 | 77.3% | 13.2% |
| 35Δ | 47.63 | 65.4% | 14.1% | 40.86 | 76.3% | 11.5% |
| 40Δ | 46.45 | 65.7% | 12.2% | 42.01 | 74.9% | 10.0% |
| 45Δ | 45.28 | 65.9% | 10.2% | 43.16 | 73.4% | 8.5% |
| 50Δ | 44.19 | 66.6% | 8.9% | 44.31 | 72.0% | 7.0% |
| 55Δ | 43.13 | 67.3% | 7.8% | 45.42 | 70.3% | 5.8% |
| 60Δ | 42.08 | 68.1% | 6.7% | 46.46 | 68.1% | 4.9% |
| 65Δ | 41.02 | 68.9% | 5.6% | 47.51 | 65.9% | 3.9% |
| 70Δ | 39.93 | 69.9% | 4.5% | 48.55 | 63.7% | 3.0% |
| 75Δ | 38.07 | 78.2% | 3.9% | 49.59 | 61.5% | 2.1% |
| 80Δ | 36.21 | 86.4% | 3.3% | 51.09 | 60.2% | 1.4% |
No recorded observations