Share price$54.50
1D-1.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:48:57.172Z
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 · 2026-10-22T22:30:00.003836949Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:48:55.628369+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 59.92 | 36.7% | 11.1% | 50.30 | 37.6% | 8.9% |
| 25Δ | 58.08 | 29.7% | 7.8% | 51.83 | 30.1% | 6.2% |
| 30Δ | 56.86 | 24.4% | 5.6% | 52.76 | 25.9% | 4.6% |
| 35Δ | 56.09 | 21.3% | 4.3% | 53.42 | 22.8% | 3.5% |
| 40Δ | 55.59 | 19.4% | 3.5% | 54.01 | 20.0% | 2.6% |
| 45Δ | 55.12 | 17.5% | 2.8% | 54.35 | 18.1% | 2.0% |
| 50Δ | 54.81 | 15.9% | 2.3% | 54.69 | 16.2% | 1.5% |
| 55Δ | 54.56 | 14.4% | 1.9% | 55.02 | 14.4% | 1.0% |
| 60Δ | 54.31 | 12.8% | 1.5% | 55.21 | 13.6% | 0.8% |
| 65Δ | 54.06 | 11.3% | 1.1% | 55.41 | 12.7% | 0.6% |
| 70Δ | 53.63 | 12.6% | 1.0% | 55.61 | 11.8% | 0.4% |
| 75Δ | 53.16 | 14.9% | 0.9% | 55.81 | 10.9% | 0.2% |
| 80Δ | 52.74 | 15.3% | 0.8% | 56.17 | 10.9% | 0.0% |
| Date | IV |
|---|---|
| 37.51% | |
| 60.39% |