Share price$50.70
1D+2.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:45:01.251Z
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 · 2026-10-22T15:42:29.697464369Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 65.22 | 75.1% | 30.4% | 43.55 | 72.1% | 16.7% |
| 25Δ | 58.32 | 52.5% | 16.9% | 45.29 | 70.2% | 13.9% |
| 30Δ | 58.01 | 74.1% | 18.1% | 46.64 | 64.7% | 11.7% |
| 35Δ | 58.77 | 88.2% | 20.8% | 47.99 | 59.2% | 9.5% |
| 40Δ | 56.91 | 77.3% | 17.1% | 49.34 | 53.7% | 7.3% |
| 45Δ | 55.04 | 66.5% | 13.5% | 50.42 | 50.3% | 5.9% |
| 50Δ | 53.18 | 55.6% | 9.9% | 51.26 | 48.9% | 5.1% |
| 55Δ | 51.31 | 44.7% | 6.2% | 52.09 | 47.4% | 4.3% |
| 60Δ | 52.93 | 46.0% | 3.5% | |||
| 65Δ | 53.76 | 44.6% | 2.7% | |||
| 70Δ | 54.60 | 43.1% | 2.0% | |||
| 75Δ | 56.61 | 48.7% | 1.5% | |||
| 80Δ | 59.71 | 60.9% | 1.4% | |||
| Date | IV |
|---|---|
| 31.61% | |
| 28.16% |