Share price$48.74
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T10:53:31.606Z
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 · 2026-10-22T08:01:08.994766894Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.85 | 30.7% | 9.4% | 45.56 | 31.2% | 7.6% |
| 25Δ | 51.51 | 25.3% | 6.7% | 46.70 | 25.2% | 5.3% |
| 30Δ | 49.94 | 13.6% | 3.2% | 47.42 | 21.4% | 3.9% |
| 35Δ | 49.69 | 14.6% | 3.0% | 48.02 | 18.0% | 2.7% |
| 40Δ | 49.45 | 15.5% | 2.8% | 48.32 | 16.4% | 2.2% |
| 45Δ | 49.20 | 16.5% | 2.6% | 48.63 | 14.8% | 1.7% |
| 50Δ | 48.94 | 17.5% | 2.3% | 48.93 | 13.2% | 1.1% |
| 55Δ | 48.61 | 18.3% | 2.1% | 49.10 | 12.2% | 0.9% |
| 60Δ | 48.27 | 19.1% | 1.9% | 49.23 | 11.3% | 0.7% |
| 65Δ | 47.90 | 20.1% | 1.7% | 49.36 | 10.5% | 0.6% |
| 70Δ | 47.40 | 21.7% | 1.5% | 49.50 | 9.6% | 0.4% |
| 75Δ | 46.88 | 23.1% | 1.3% | 49.63 | 8.8% | 0.2% |
| 80Δ | 46.30 | 23.6% | 1.1% | 49.76 | 7.9% | 0.1% |
No recorded observations