Share price$42.52
1D+4.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:51:48.037Z
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 · 2026-10-22T23:00:00.002384812Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.69 | 90.7% | 31.2% | 37.77 | 51.7% | 12.8% |
| 25Δ | 46.49 | 39.8% | 10.9% | 39.73 | 40.0% | 8.3% |
| 30Δ | 44.58 | 27.1% | 6.5% | 40.50 | 38.1% | 7.1% |
| 35Δ | 44.13 | 27.2% | 5.9% | 41.08 | 37.7% | 6.4% |
| 40Δ | 43.67 | 27.3% | 5.4% | 41.66 | 37.4% | 5.7% |
| 45Δ | 43.22 | 27.4% | 4.9% | 42.24 | 37.0% | 4.9% |
| 50Δ | 42.76 | 27.5% | 4.4% | 42.82 | 36.7% | 4.2% |
| 55Δ | 42.31 | 27.5% | 3.8% | 43.41 | 36.3% | 3.5% |
| 60Δ | 41.85 | 27.6% | 3.3% | 43.99 | 35.9% | 2.8% |
| 65Δ | 41.40 | 27.7% | 2.8% | 44.57 | 35.6% | 2.1% |
| 70Δ | 40.94 | 27.8% | 2.3% | 45.55 | 38.0% | 1.6% |
| 75Δ | 40.49 | 27.9% | 1.7% | 47.69 | 48.6% | 1.4% |
| 80Δ | 40.03 | 28.0% | 1.2% | 49.84 | 59.2% | 1.3% |
| Date | IV |
|---|---|
| 30.31% | |
| 28.39% |