Share price$49.18
1D+0.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T03:38:59.225Z
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 · 2026-10-22T00:00:00.145324494Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:38:57.736697+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 53.26 | 30.0% | 9.2% | 46.03 | 30.7% | 7.4% |
| 25Δ | 51.84 | 24.0% | 6.4% | 47.09 | 25.7% | 5.4% |
| 30Δ | 50.95 | 19.9% | 4.6% | 47.86 | 21.6% | 3.9% |
| 35Δ | 49.95 | 10.6% | 2.3% | 48.34 | 19.4% | 3.0% |
| 40Δ | 49.75 | 11.1% | 2.1% | 48.76 | 17.5% | 2.3% |
| 45Δ | 49.54 | 11.5% | 1.9% | 49.11 | 16.2% | 1.8% |
| 50Δ | 49.34 | 12.0% | 1.8% | 49.36 | 15.5% | 1.4% |
| 55Δ | 49.13 | 12.5% | 1.6% | 49.62 | 14.8% | 1.1% |
| 60Δ | 48.90 | 12.8% | 1.4% | 49.87 | 14.1% | 0.8% |
| 65Δ | 48.65 | 12.9% | 1.2% | 50.17 | 13.9% | 0.6% |
| 70Δ | 48.39 | 12.9% | 1.1% | 50.50 | 14.3% | 0.4% |
| 75Δ | 48.13 | 12.9% | 0.9% | 50.84 | 14.7% | 0.3% |
| 80Δ | 47.83 | 12.9% | 0.7% | 51.51 | 17.0% | 0.2% |
No recorded observations