Share price$48.78
1D-0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:31:18.753Z
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 · 2026-10-22T20:00:00.435557689Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.63 | 28.9% | 8.8% | 45.65 | 30.9% | 7.4% |
| 25Δ | 51.22 | 22.5% | 5.9% | 46.74 | 25.4% | 5.3% |
| 30Δ | 50.50 | 19.4% | 4.5% | 47.42 | 22.2% | 4.0% |
| 35Δ | 49.94 | 17.1% | 3.5% | 48.00 | 19.5% | 2.9% |
| 40Δ | 49.63 | 16.1% | 3.0% | 48.33 | 18.0% | 2.4% |
| 45Δ | 49.31 | 15.1% | 2.5% | 48.67 | 16.6% | 1.8% |
| 50Δ | 48.99 | 14.1% | 2.0% | 49.00 | 15.1% | 1.3% |
| 55Δ | 48.73 | 14.3% | 1.8% | 49.23 | 14.6% | 1.1% |
| 60Δ | 48.46 | 14.4% | 1.5% | 49.46 | 14.1% | 0.8% |
| 65Δ | 48.19 | 14.6% | 1.3% | 49.70 | 13.6% | 0.6% |
| 70Δ | 47.89 | 14.9% | 1.1% | 49.93 | 13.2% | 0.4% |
| 75Δ | 47.52 | 15.4% | 1.0% | 50.31 | 13.7% | 0.2% |
| 80Δ | 47.14 | 15.9% | 0.8% | 50.75 | 14.7% | 0.1% |
| Date | IV |
|---|---|
| 26.44% | |
| 30.65% |