Share price$50.49
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:29:52.301Z
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 | 75.7% | 30.3% | 43.43 | 71.7% | 16.5% |
| 25Δ | 57.75 | 52.3% | 16.2% | 45.18 | 70.2% | 13.8% |
| 30Δ | 58.34 | 79.6% | 19.4% | 46.47 | 64.8% | 11.6% |
| 35Δ | 58.62 | 89.7% | 21.0% | 47.77 | 59.5% | 9.5% |
| 40Δ | 56.64 | 78.2% | 17.1% | 49.07 | 54.1% | 7.4% |
| 45Δ | 54.66 | 66.8% | 13.2% | 50.22 | 49.8% | 5.7% |
| 50Δ | 52.68 | 55.4% | 9.3% | 51.00 | 48.1% | 4.9% |
| 55Δ | 50.70 | 44.0% | 5.5% | 51.78 | 46.5% | 4.2% |
| 60Δ | 49.56 | 39.0% | 3.8% | 52.56 | 44.8% | 3.5% |
| 65Δ | 48.87 | 37.6% | 3.3% | 53.33 | 43.2% | 2.7% |
| 70Δ | 48.19 | 36.1% | 2.8% | 54.11 | 41.5% | 2.0% |
| 75Δ | 47.50 | 34.6% | 2.3% | 54.89 | 39.9% | 1.3% |
| 80Δ | 46.82 | 33.2% | 1.8% | 56.85 | 43.7% | 0.9% |
| Date | IV |
|---|---|
| 31.61% | |
| 28.16% |