Share price$39.03
1D+1.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:42:20.316Z
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 · 2026-10-23T16:42:15.813939828Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.98 | 152.7% | 29.1% | |||
| 25Δ | 32.60 | 126.8% | 22.6% | |||
| 30Δ | 35.08 | 102.2% | 16.4% | |||
| 35Δ | 45.92 | 105.6% | 23.6% | 36.15 | 91.5% | 13.8% |
| 40Δ | 43.45 | 89.4% | 17.3% | 37.22 | 80.7% | 11.2% |
| 45Δ | 41.52 | 75.9% | 12.6% | 38.29 | 69.9% | 8.7% |
| 50Δ | 39.88 | 64.4% | 8.6% | 39.36 | 59.2% | 6.1% |
| 55Δ | 39.30 | 60.2% | 7.6% | 40.32 | 52.4% | 4.3% |
| 60Δ | 38.72 | 56.1% | 6.7% | 41.13 | 51.6% | 3.7% |
| 65Δ | 38.14 | 51.9% | 5.7% | 41.94 | 50.8% | 3.1% |
| 70Δ | 37.56 | 47.8% | 4.8% | 42.75 | 49.9% | 2.4% |
| 75Δ | 36.98 | 43.7% | 3.8% | 43.56 | 49.1% | 1.8% |
| 80Δ | 36.40 | 39.5% | 2.9% | 44.37 | 48.3% | 1.2% |
| Date | IV |
|---|---|
| 45.47% | |
| 45.65% | |
| 40.98% |