Share price$40.28
1D+0.9%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-22T03:56:40.143Z
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 · 2026-10-21T22:21:01.621966471Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:53:02.208864+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.70 | 39.1% | 12.2% | 36.80 | 42.1% | 10.1% |
| 25Δ | 43.16 | 31.6% | 8.4% | 38.06 | 33.7% | 7.0% |
| 30Δ | 42.35 | 28.3% | 6.6% | 38.78 | 29.8% | 5.4% |
| 35Δ | 41.74 | 25.9% | 5.3% | 39.33 | 26.4% | 4.2% |
| 40Δ | 41.27 | 24.0% | 4.3% | 39.81 | 23.2% | 3.1% |
| 45Δ | 40.85 | 23.3% | 3.6% | 40.16 | 21.1% | 2.4% |
| 50Δ | 40.49 | 24.2% | 3.2% | 40.43 | 19.9% | 2.0% |
| 55Δ | 40.14 | 25.0% | 2.9% | 40.70 | 18.6% | 1.5% |
| 60Δ | 39.73 | 26.2% | 2.6% | 40.97 | 17.3% | 1.1% |
| 65Δ | 39.28 | 27.8% | 2.3% | 41.21 | 16.6% | 0.8% |
| 70Δ | 38.77 | 29.6% | 2.0% | 41.45 | 16.0% | 0.6% |
| 75Δ | 38.14 | 31.8% | 1.7% | 41.68 | 15.4% | 0.4% |
| 80Δ | 37.33 | 34.6% | 1.5% | 41.92 | 14.8% | 0.1% |
No recorded observations