Share price$45.65
1D+0.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T22:09:29.554Z
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 · 2026-10-22T20:10:01.840011882Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:09:28.051679+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.85 | 48.3% | 15.0% | |||
| 25Δ | 49.30 | 35.7% | 9.4% | 43.07 | 35.0% | 7.2% |
| 30Δ | 47.97 | 28.9% | 6.6% | 44.01 | 29.6% | 5.3% |
| 35Δ | 47.20 | 24.7% | 5.0% | 44.46 | 32.9% | 5.0% |
| 40Δ | 46.73 | 25.6% | 4.4% | 44.90 | 36.2% | 4.8% |
| 45Δ | 46.36 | 28.3% | 4.2% | 45.41 | 33.0% | 3.8% |
| 50Δ | 45.99 | 30.9% | 4.0% | 45.94 | 27.9% | 2.7% |
| 55Δ | 45.62 | 27.0% | 3.2% | 46.38 | 26.9% | 2.1% |
| 60Δ | 45.24 | 23.1% | 2.4% | 46.80 | 26.5% | 1.7% |
| 65Δ | 44.92 | 20.0% | 1.8% | 47.14 | 25.1% | 1.3% |
| 70Δ | 44.69 | 18.5% | 1.5% | 47.39 | 23.0% | 1.0% |
| 75Δ | 44.46 | 16.9% | 1.2% | 47.65 | 20.8% | 0.6% |
| 80Δ | 44.24 | 15.4% | 0.9% | 47.91 | 18.7% | 0.3% |
| Date | IV |
|---|---|
| 17.59% | |
| 19.69% |