Share price$48.86
1D+1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:43:49.764Z
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 · 2026-10-22T00:00:00.133846203Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 58.28 | 64.8% | 21.2% | 45.66 | 31.3% | 7.6% |
| 25Δ | 55.36 | 52.1% | 15.2% | 46.22 | 34.6% | 7.1% |
| 30Δ | 53.19 | 42.1% | 10.8% | 46.60 | 40.8% | 7.1% |
| 35Δ | 51.01 | 32.0% | 6.5% | 46.99 | 46.9% | 7.2% |
| 40Δ | 50.40 | 31.9% | 5.6% | 47.90 | 41.5% | 5.5% |
| 45Δ | 49.80 | 31.3% | 4.8% | 48.60 | 36.9% | 4.3% |
| 50Δ | 49.21 | 29.6% | 3.9% | 49.17 | 32.7% | 3.2% |
| 55Δ | 48.65 | 30.0% | 3.3% | 49.60 | 28.9% | 2.4% |
| 60Δ | 48.10 | 31.4% | 3.0% | 50.10 | 26.5% | 1.7% |
| 65Δ | 47.68 | 29.5% | 2.4% | 51.32 | 37.1% | 2.0% |
| 70Δ | 47.29 | 26.9% | 1.9% | 52.33 | 39.0% | 1.6% |
| 75Δ | 46.43 | 30.2% | 1.6% | 54.42 | 46.4% | 1.4% |
| 80Δ | 44.71 | 41.5% | 1.7% | 56.51 | 53.9% | 1.2% |
No recorded observations