Share price$56.81
1D-3.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:30.367Z
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 · 2026-10-22T20:00:00.401260064Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 69.87 | 76.0% | 25.1% | 49.11 | 71.5% | 16.0% |
| 25Δ | 65.92 | 66.9% | 18.6% | 51.29 | 64.1% | 12.7% |
| 30Δ | 63.38 | 61.4% | 14.6% | 53.01 | 58.5% | 10.1% |
| 35Δ | 61.53 | 58.0% | 11.8% | 54.31 | 55.5% | 8.4% |
| 40Δ | 59.99 | 55.0% | 9.6% | 55.46 | 53.9% | 7.1% |
| 45Δ | 58.84 | 55.4% | 8.4% | 56.52 | 49.2% | 5.6% |
| 50Δ | 57.61 | 52.1% | 6.8% | 57.59 | 50.1% | 4.8% |
| 55Δ | 56.55 | 52.2% | 5.8% | 58.55 | 49.7% | 4.1% |
| 60Δ | 55.49 | 52.6% | 4.9% | 59.82 | 52.3% | 3.5% |
| 65Δ | 54.58 | 49.6% | 3.9% | 61.10 | 53.6% | 3.0% |
| 70Δ | 53.62 | 46.9% | 3.0% | 62.36 | 53.2% | 2.3% |
| 75Δ | 52.40 | 49.1% | 2.5% | 64.22 | 56.1% | 1.8% |
| 80Δ | 51.31 | 48.0% | 1.9% | 67.58 | 64.8% | 1.5% |
| Date | IV |
|---|---|
| 53.88% | |
| 51.90% |