Share price$53.10
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:43:25.036Z
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 | 95.4% | 33.7% | 44.60 | 86.4% | 19.1% |
| 25Δ | 62.45 | 71.6% | 20.4% | 46.94 | 74.3% | 15.0% |
| 30Δ | 59.33 | 61.4% | 14.8% | 49.08 | 63.6% | 11.3% |
| 35Δ | 57.15 | 53.0% | 10.9% | 50.76 | 55.5% | 8.5% |
| 40Δ | 55.77 | 49.4% | 8.7% | 51.89 | 51.1% | 6.8% |
| 45Δ | 54.70 | 48.2% | 7.3% | 52.84 | 48.0% | 5.5% |
| 50Δ | 53.71 | 45.5% | 5.9% | 53.73 | 47.1% | 4.6% |
| 55Δ | 52.85 | 44.5% | 4.9% | 54.59 | 46.0% | 3.8% |
| 60Δ | 52.04 | 42.8% | 4.0% | 55.36 | 43.8% | 3.0% |
| 65Δ | 51.38 | 39.5% | 3.1% | 56.06 | 40.9% | 2.2% |
| 70Δ | 50.80 | 36.0% | 2.4% | 56.94 | 40.7% | 1.7% |
| 75Δ | 50.33 | 32.5% | 1.8% | 58.04 | 41.5% | 1.3% |
| 80Δ | 49.57 | 30.4% | 1.3% | 59.76 | 45.0% | 1.0% |
No recorded observations