Share price$56.17
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:38:11.228Z
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 · 2026-10-21T23:00:00.003294281Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 70.96 | 80.4% | 28.8% | 43.98 | 124.3% | 26.1% |
| 25Δ | 68.43 | 81.9% | 25.1% | 48.53 | 93.2% | 18.0% |
| 30Δ | 65.89 | 83.5% | 21.4% | 51.24 | 74.7% | 13.1% |
| 35Δ | 63.94 | 78.5% | 18.2% | 53.07 | 62.1% | 9.9% |
| 40Δ | 62.29 | 70.0% | 15.4% | 54.91 | 49.6% | 6.6% |
| 45Δ | 60.65 | 61.5% | 12.6% | |||
| 50Δ | 59.01 | 53.0% | 9.7% | |||
| 55Δ | 57.37 | 44.5% | 6.9% | |||
| 60Δ | 55.73 | 36.0% | 4.1% | |||
| 65Δ | 54.54 | 32.1% | 2.6% | |||
| 70Δ | 53.71 | 31.8% | 2.2% | |||
| 75Δ | 52.88 | 31.6% | 1.9% | |||
| 80Δ | 52.04 | 31.3% | 1.5% | |||
No recorded observations