Share price$53.10
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T03:54:18.207Z
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 · 2026-10-21T20:00:00.414564747Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 69.55 | 95.3% | 33.7% | 44.60 | 86.3% | 19.1% |
| 25Δ | 62.45 | 71.5% | 20.4% | 46.94 | 74.3% | 15.0% |
| 30Δ | 59.33 | 61.3% | 14.8% | 49.08 | 63.5% | 11.3% |
| 35Δ | 57.15 | 53.0% | 10.9% | 50.76 | 55.5% | 8.5% |
| 40Δ | 55.77 | 49.2% | 8.7% | 51.89 | 50.4% | 6.8% |
| 45Δ | 54.71 | 47.4% | 7.3% | 52.85 | 47.3% | 5.5% |
| 50Δ | 53.71 | 44.7% | 5.9% | 53.74 | 46.3% | 4.6% |
| 55Δ | 52.86 | 43.7% | 4.9% | 54.60 | 45.2% | 3.8% |
| 60Δ | 52.05 | 42.1% | 4.0% | 55.36 | 43.1% | 3.0% |
| 65Δ | 51.38 | 38.8% | 3.1% | 56.07 | 40.3% | 2.2% |
| 70Δ | 50.81 | 35.3% | 2.4% | 56.95 | 40.1% | 1.7% |
| 75Δ | 50.34 | 31.9% | 1.8% | 58.07 | 41.0% | 1.3% |
| 80Δ | 49.60 | 29.8% | 1.3% | 59.79 | 44.4% | 1.0% |
No recorded observations