Share price$53.51
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:34:27.094Z
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 · 2026-10-22T17:29:20.930901601Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.67 | 42.6% | 10.4% | |||
| 25Δ | 50.08 | 35.6% | 7.9% | |||
| 30Δ | 51.49 | 28.7% | 5.3% | |||
| 35Δ | 52.21 | 25.1% | 4.1% | |||
| 40Δ | 54.72 | 21.1% | 3.9% | 52.53 | 23.5% | 3.6% |
| 45Δ | 54.34 | 19.8% | 3.4% | 52.86 | 21.8% | 3.2% |
| 50Δ | 53.97 | 18.5% | 2.8% | 53.18 | 20.2% | 2.7% |
| 55Δ | 53.59 | 17.2% | 2.3% | 53.51 | 18.5% | 2.2% |
| 60Δ | 53.22 | 15.9% | 1.8% | 53.83 | 16.9% | 1.8% |
| 65Δ | 52.82 | 15.3% | 1.4% | 54.16 | 15.3% | 1.3% |
| 70Δ | 52.39 | 15.7% | 1.2% | 54.48 | 13.6% | 0.8% |
| 75Δ | 51.97 | 16.1% | 1.0% | 54.81 | 12.0% | 0.3% |
| 80Δ | 51.54 | 16.5% | 0.9% | 55.47 | 12.8% | 0.1% |
No recorded observations