Share price$50.49
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:37:39.926Z
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 · 2026-10-22T20:00:01.32628006Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.87 | 75.5% | 30.3% | 43.43 | 71.6% | 16.5% |
| 25Δ | 57.75 | 52.2% | 16.2% | 45.18 | 70.0% | 13.8% |
| 30Δ | 58.34 | 79.4% | 19.4% | 46.48 | 64.5% | 11.6% |
| 35Δ | 58.63 | 89.4% | 21.0% | 47.78 | 58.9% | 9.5% |
| 40Δ | 56.65 | 77.9% | 17.1% | 49.08 | 53.4% | 7.4% |
| 45Δ | 54.67 | 66.4% | 13.2% | 50.22 | 49.0% | 5.7% |
| 50Δ | 52.69 | 54.9% | 9.4% | 51.00 | 47.3% | 4.9% |
| 55Δ | 50.72 | 43.4% | 5.5% | 51.79 | 45.7% | 4.2% |
| 60Δ | 49.56 | 38.3% | 3.8% | 52.57 | 44.1% | 3.5% |
| 65Δ | 48.88 | 36.8% | 3.3% | 53.35 | 42.5% | 2.7% |
| 70Δ | 48.20 | 35.4% | 2.8% | 54.13 | 40.9% | 2.0% |
| 75Δ | 47.52 | 33.9% | 2.3% | 54.91 | 39.3% | 1.3% |
| 80Δ | 46.84 | 32.5% | 1.8% | 56.89 | 43.1% | 0.9% |
| Date | IV |
|---|---|
| 31.61% | |
| 28.16% |