Share price$58.34
1D+7.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:46.819Z
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 · 2026-10-22T23:00:00.003826756Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 70.50 | 69.9% | 22.8% | 51.27 | 60.2% | 14.2% |
| 25Δ | 66.05 | 55.8% | 15.4% | 52.80 | 59.4% | 12.3% |
| 30Δ | 64.03 | 51.9% | 12.4% | 54.32 | 58.5% | 10.4% |
| 35Δ | 62.74 | 51.1% | 10.8% | 55.65 | 57.6% | 8.9% |
| 40Δ | 61.46 | 50.3% | 9.1% | 56.82 | 56.5% | 7.7% |
| 45Δ | 60.17 | 49.6% | 7.5% | 57.99 | 55.5% | 6.6% |
| 50Δ | 59.11 | 49.3% | 6.6% | 59.17 | 54.5% | 5.4% |
| 55Δ | 58.08 | 49.1% | 5.7% | 60.42 | 54.2% | 4.4% |
| 60Δ | 57.05 | 48.9% | 4.8% | 61.87 | 55.7% | 3.8% |
| 65Δ | 56.02 | 48.7% | 4.0% | 63.32 | 57.3% | 3.2% |
| 70Δ | 54.98 | 48.5% | 3.1% | 64.78 | 58.9% | 2.6% |
| 75Δ | 53.37 | 51.3% | 2.6% | 66.83 | 60.4% | 2.0% |
| 80Δ | 51.77 | 54.1% | 2.1% | 69.00 | 61.9% | 1.4% |
| Date | IV |
|---|---|
| 44.78% | |
| 45.59% |