Share price$42.65
1D+0.1%
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Market datapartial · fetched 2026-10-23T15:06:17.904Z
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 · 2026-10-23T15:05:46.575901305Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.69 | 90.2% | 30.7% | 39.38 | 36.4% | 8.8% |
| 25Δ | 46.58 | 36.9% | 10.5% | 40.38 | 31.8% | 6.8% |
| 30Δ | 44.12 | 30.0% | 6.3% | 40.86 | 31.4% | 6.2% |
| 35Δ | 43.03 | 34.4% | 5.9% | 41.34 | 31.0% | 5.6% |
| 40Δ | 41.93 | 38.7% | 5.4% | 41.83 | 30.7% | 5.0% |
| 45Δ | 40.84 | 43.1% | 5.0% | 42.31 | 30.3% | 4.4% |
| 50Δ | 39.74 | 47.5% | 4.6% | 42.79 | 29.9% | 3.8% |
| 55Δ | 38.65 | 51.9% | 4.2% | 43.28 | 29.6% | 3.1% |
| 60Δ | 37.56 | 56.2% | 3.7% | 43.76 | 29.2% | 2.5% |
| 65Δ | 36.46 | 60.6% | 3.3% | 44.24 | 28.9% | 1.9% |
| 70Δ | 35.37 | 65.0% | 2.9% | 44.73 | 28.5% | 1.3% |
| 75Δ | 34.27 | 69.4% | 2.5% | 47.42 | 47.0% | 1.4% |
| 80Δ | 33.18 | 73.7% | 2.1% | 51.18 | 67.5% | 1.6% |
| Date | IV |
|---|---|
| 30.31% | |
| 28.39% |