Share price$44.06
1D-0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:33:33.235Z
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 · 2026-10-22T18:32:13.544272527Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.46 | 36.1% | 11.1% | 40.09 | 44.4% | 10.5% |
| 25Δ | 47.07 | 30.8% | 8.1% | 41.38 | 37.4% | 7.7% |
| 30Δ | 46.32 | 28.8% | 6.6% | 42.28 | 32.7% | 5.9% |
| 35Δ | 45.70 | 26.9% | 5.4% | 42.98 | 29.2% | 4.5% |
| 40Δ | 45.15 | 25.0% | 4.4% | 43.46 | 26.7% | 3.6% |
| 45Δ | 44.72 | 23.2% | 3.6% | 43.93 | 24.2% | 2.7% |
| 50Δ | 44.35 | 21.5% | 3.0% | 44.26 | 22.6% | 2.2% |
| 55Δ | 43.97 | 20.0% | 2.3% | 44.56 | 21.1% | 1.7% |
| 60Δ | 43.60 | 20.8% | 2.1% | 44.87 | 19.6% | 1.2% |
| 65Δ | 43.24 | 21.5% | 1.8% | 45.46 | 20.5% | 1.0% |
| 70Δ | 42.86 | 21.9% | 1.5% | 46.29 | 23.1% | 0.8% |
| 75Δ | 42.47 | 21.6% | 1.3% | 47.11 | 25.8% | 0.6% |
| 80Δ | 42.08 | 21.4% | 1.0% | 47.94 | 28.5% | 0.5% |
| Date | IV |
|---|---|
| 20.45% | |
| 21.16% |