Share price$40.68
1D-2.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T05:09:57.695Z
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 · 2026-10-23T00:00:00.175899447Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T05:03:57.215462+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.82 | 37.2% | 11.3% | 37.42 | 39.1% | 9.3% |
| 25Δ | 43.27 | 28.8% | 7.5% | 38.54 | 32.0% | 6.6% |
| 30Δ | 42.48 | 24.8% | 5.7% | 39.29 | 27.3% | 4.9% |
| 35Δ | 41.90 | 22.0% | 4.4% | 39.82 | 24.5% | 3.8% |
| 40Δ | 41.54 | 20.3% | 3.7% | 40.21 | 22.9% | 3.0% |
| 45Δ | 41.18 | 18.6% | 2.9% | 40.53 | 21.9% | 2.5% |
| 50Δ | 40.85 | 18.3% | 2.5% | 40.85 | 20.9% | 2.0% |
| 55Δ | 40.56 | 19.1% | 2.2% | 41.10 | 19.7% | 1.6% |
| 60Δ | 40.26 | 20.0% | 1.9% | 41.29 | 18.3% | 1.3% |
| 65Δ | 39.97 | 20.7% | 1.7% | 41.48 | 16.8% | 0.9% |
| 70Δ | 39.67 | 20.2% | 1.4% | 41.67 | 15.4% | 0.6% |
| 75Δ | 39.36 | 19.7% | 1.2% | 41.87 | 14.0% | 0.3% |
| 80Δ | 39.06 | 19.3% | 0.9% | 42.38 | 15.1% | 0.1% |
| Date | IV |
|---|---|
| 15.70% | |
| 14.99% |