Share price$58.23
1D+4.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:53:54.249Z
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 · 2026-10-22T23:00:00.003786093Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.54 | 39.0% | 12.1% | 52.00 | 51.0% | 12.3% |
| 25Δ | 63.55 | 39.5% | 10.8% | 54.01 | 43.5% | 9.1% |
| 30Δ | 62.56 | 40.0% | 9.6% | 55.42 | 39.8% | 7.1% |
| 35Δ | 61.57 | 40.5% | 8.4% | 56.25 | 39.8% | 6.4% |
| 40Δ | 60.58 | 41.1% | 7.2% | 57.08 | 39.7% | 5.6% |
| 45Δ | 59.62 | 41.7% | 6.2% | 57.91 | 39.7% | 4.8% |
| 50Δ | 58.71 | 42.6% | 5.5% | 58.74 | 39.6% | 4.1% |
| 55Δ | 57.79 | 43.5% | 4.9% | 59.57 | 39.6% | 3.3% |
| 60Δ | 56.88 | 44.5% | 4.2% | 60.54 | 39.9% | 2.7% |
| 65Δ | 55.97 | 45.4% | 3.6% | 61.65 | 40.6% | 2.2% |
| 70Δ | 55.05 | 46.3% | 2.9% | 62.76 | 41.3% | 1.8% |
| 75Δ | 53.42 | 50.0% | 2.5% | 63.87 | 42.0% | 1.4% |
| 80Δ | 51.75 | 54.0% | 2.0% | 64.98 | 42.7% | 0.9% |
| Date | IV |
|---|---|
| 39.86% | |
| 39.63% |