Share price$48.72
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:13:36.068Z
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 · 2026-10-22T20:10:00.003671231Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 45.71 | 72.0% | 11.2% | |||
| 40Δ | 46.68 | 63.7% | 9.3% | |||
| 45Δ | 47.64 | 55.4% | 7.4% | |||
| 50Δ | 49.58 | 43.8% | 6.3% | 48.60 | 47.0% | 5.4% |
| 55Δ | 49.09 | 40.7% | 5.6% | 49.57 | 38.7% | 3.5% |
| 60Δ | 48.60 | 37.7% | 4.9% | 50.46 | 35.0% | 2.4% |
| 65Δ | 48.11 | 34.7% | 4.3% | 51.29 | 35.0% | 2.0% |
| 70Δ | 47.61 | 31.7% | 3.6% | 52.12 | 35.0% | 1.6% |
| 75Δ | 47.12 | 28.7% | 2.9% | 52.95 | 35.1% | 1.2% |
| 80Δ | 46.63 | 25.7% | 2.3% | 53.78 | 35.1% | 0.8% |
| Date | IV |
|---|---|
| 34.54% |