Share price$40.28
1D+0.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T08:07:23.091Z
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 2026-10-22T08:07:21.316478+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.70 | 39.2% | 12.2% | 36.79 | 42.2% | 10.1% |
| 25Δ | 43.15 | 31.7% | 8.4% | 38.06 | 33.8% | 7.0% |
| 30Δ | 42.35 | 28.4% | 6.6% | 38.78 | 29.9% | 5.4% |
| 35Δ | 41.74 | 26.0% | 5.3% | 39.33 | 26.5% | 4.2% |
| 40Δ | 41.27 | 24.1% | 4.3% | 39.81 | 23.3% | 3.1% |
| 45Δ | 40.84 | 23.5% | 3.6% | 40.16 | 21.2% | 2.4% |
| 50Δ | 40.49 | 24.4% | 3.2% | 40.43 | 20.0% | 2.0% |
| 55Δ | 40.14 | 25.4% | 2.9% | 40.69 | 18.8% | 1.5% |
| 60Δ | 39.73 | 26.8% | 2.5% | 40.96 | 17.6% | 1.1% |
| 65Δ | 39.27 | 28.4% | 2.3% | 41.20 | 16.9% | 0.8% |
| 70Δ | 38.76 | 30.2% | 2.0% | 41.44 | 16.2% | 0.6% |
| 75Δ | 38.13 | 32.4% | 1.7% | 41.67 | 15.6% | 0.4% |
| 80Δ | 37.31 | 35.3% | 1.5% | 41.91 | 15.0% | 0.2% |
No recorded observations