Share price$53.46
1D+0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:32:43.868Z
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 · 2026-10-22T15:16:55.878314008Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.02 | 40.7% | 9.7% | |||
| 25Δ | 50.25 | 34.6% | 7.5% | |||
| 30Δ | 51.48 | 28.4% | 5.3% | |||
| 35Δ | 52.18 | 24.9% | 4.1% | |||
| 40Δ | 54.68 | 21.9% | 4.0% | 52.50 | 23.3% | 3.6% |
| 45Δ | 54.28 | 21.4% | 3.6% | 52.81 | 21.7% | 3.2% |
| 50Δ | 53.88 | 20.8% | 3.2% | 53.13 | 20.1% | 2.7% |
| 55Δ | 53.48 | 20.2% | 2.7% | 53.45 | 18.5% | 2.2% |
| 60Δ | 53.08 | 19.7% | 2.3% | 53.76 | 16.9% | 1.8% |
| 65Δ | 52.68 | 19.1% | 1.9% | 54.08 | 15.3% | 1.3% |
| 70Δ | 52.28 | 18.6% | 1.4% | 54.39 | 13.7% | 0.9% |
| 75Δ | 51.80 | 18.7% | 1.1% | 54.71 | 12.1% | 0.4% |
| 80Δ | 51.16 | 20.4% | 1.0% | 55.11 | 11.1% | 0.0% |
No recorded observations