Share price$42.92
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:21:50.035Z
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 · 2026-10-21T20:00:00.124247354Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.90 | 107.0% | 22.6% | |||
| 25Δ | 50.07 | 64.2% | 19.1% | 37.23 | 87.6% | 17.3% |
| 30Δ | 50.44 | 84.9% | 21.6% | 39.51 | 68.7% | 12.0% |
| 35Δ | 49.22 | 78.2% | 19.0% | 40.53 | 61.0% | 9.9% |
| 40Δ | 48.35 | 73.0% | 17.3% | 41.20 | 56.4% | 8.6% |
| 45Δ | 47.49 | 67.7% | 15.6% | 41.87 | 51.8% | 7.3% |
| 50Δ | 46.63 | 62.5% | 13.9% | 42.53 | 47.1% | 6.0% |
| 55Δ | 45.77 | 57.3% | 12.1% | 43.20 | 42.5% | 4.8% |
| 60Δ | 44.91 | 52.1% | 10.4% | 43.87 | 37.9% | 3.5% |
| 65Δ | 44.05 | 46.9% | 8.7% | 44.54 | 33.2% | 2.2% |
| 70Δ | 43.19 | 41.6% | 7.0% | 45.37 | 30.8% | 1.2% |
| 75Δ | 42.33 | 36.4% | 5.3% | 46.54 | 33.1% | 1.0% |
| 80Δ | 41.46 | 31.2% | 3.6% | 47.71 | 35.5% | 0.7% |
No recorded observations