Share price$49.30
1D+0.5%
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 datapartial · fetched 2026-10-22T04:39:03.455Z
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 · 2026-10-21T20:00:00.282718546Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 46.12 | 30.8% | 7.5% | |||
| 25Δ | 51.73 | 21.8% | 5.8% | 47.25 | 25.0% | 5.2% |
| 30Δ | 50.95 | 18.5% | 4.3% | 48.03 | 21.0% | 3.7% |
| 35Δ | 50.52 | 16.8% | 3.6% | 48.49 | 18.7% | 2.9% |
| 40Δ | 50.09 | 15.1% | 2.8% | 48.94 | 16.3% | 2.1% |
| 45Δ | 49.81 | 14.1% | 2.4% | 49.22 | 15.6% | 1.7% |
| 50Δ | 49.58 | 13.3% | 2.0% | 49.48 | 15.0% | 1.4% |
| 55Δ | 49.34 | 12.4% | 1.7% | 49.73 | 14.5% | 1.1% |
| 60Δ | 49.10 | 11.6% | 1.3% | 49.99 | 13.9% | 0.8% |
| 65Δ | 48.86 | 11.3% | 1.1% | 50.30 | 14.2% | 0.6% |
| 70Δ | 48.62 | 11.3% | 0.9% | 50.62 | 14.5% | 0.5% |
| 75Δ | 48.38 | 11.3% | 0.8% | 50.93 | 14.9% | 0.3% |
| 80Δ | 48.14 | 11.4% | 0.7% | 51.73 | 18.1% | 0.2% |
No recorded observations