Share price$44.07
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:08:31.183Z
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 · 2026-10-22T20:00:00.079894295Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.46 | 36.3% | 11.1% | 40.10 | 44.6% | 10.5% |
| 25Δ | 47.08 | 30.9% | 8.1% | 41.38 | 37.6% | 7.7% |
| 30Δ | 46.32 | 28.8% | 6.6% | 42.28 | 32.9% | 5.9% |
| 35Δ | 45.70 | 27.0% | 5.4% | 42.98 | 29.4% | 4.5% |
| 40Δ | 45.15 | 25.1% | 4.4% | 43.47 | 25.8% | 3.5% |
| 45Δ | 44.73 | 23.3% | 3.6% | 43.95 | 22.3% | 2.5% |
| 50Δ | 44.35 | 21.6% | 3.0% | 44.27 | 21.2% | 2.0% |
| 55Δ | 43.98 | 20.0% | 2.3% | 44.57 | 20.3% | 1.6% |
| 60Δ | 43.61 | 20.7% | 2.1% | 44.88 | 19.4% | 1.2% |
| 65Δ | 43.25 | 21.4% | 1.8% | 45.32 | 20.5% | 1.0% |
| 70Δ | 42.87 | 21.8% | 1.5% | 45.86 | 23.0% | 0.9% |
| 75Δ | 42.48 | 21.5% | 1.3% | 46.51 | 25.0% | 0.7% |
| 80Δ | 42.09 | 21.2% | 1.0% | 47.28 | 26.9% | 0.5% |
| Date | IV |
|---|---|
| 20.45% | |
| 21.16% |