Share price$47.87
1D+11.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:22:44.574Z
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 · 2026-10-22T20:10:01.45539329Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.29 | 232.9% | 38.8% | |||
| 25Δ | 38.63 | 189.3% | 30.0% | |||
| 30Δ | 41.90 | 169.1% | 24.4% | |||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | 42.41 | 130.3% | 8.9% | |||
| 75Δ | 40.52 | 118.8% | 6.2% | |||
| 80Δ | 38.42 | 119.2% | 4.8% | |||
No recorded observations