Share price$47.92
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T12:41:00.965Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T08:03:40.416949859Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.21 | 42.3% | 12.2% | |||
| 25Δ | 40.48 | 78.8% | 20.7% | |||
| 30Δ | 41.64 | 71.7% | 18.3% | |||
| 35Δ | 42.80 | 64.6% | 15.9% | |||
| 40Δ | 43.96 | 57.4% | 13.5% | |||
| 45Δ | 49.98 | 42.0% | 9.4% | 45.12 | 50.3% | 11.1% |
| 50Δ | 49.39 | 38.7% | 8.4% | 46.28 | 43.2% | 8.7% |
| 55Δ | 48.80 | 35.4% | 7.3% | 47.44 | 36.0% | 6.4% |
| 60Δ | 48.21 | 32.2% | 6.2% | 48.59 | 28.9% | 4.0% |
| 65Δ | 47.62 | 28.9% | 5.1% | 49.75 | 21.7% | 1.6% |
| 70Δ | 47.03 | 25.6% | 4.1% | |||
| 75Δ | 46.43 | 22.3% | 3.0% | |||
| 80Δ | 45.84 | 19.0% | 1.9% | |||
No recorded observations