Share price$54.79
1D-0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T11:25:48.024Z
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 · 2026-10-22T00:00:00.137860756Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 58.16 | 22.6% | 6.9% | 52.35 | 21.2% | 5.1% |
| 25Δ | 57.08 | 18.7% | 4.9% | 53.28 | 16.7% | 3.5% |
| 30Δ | 56.51 | 17.0% | 4.0% | 53.68 | 16.6% | 3.0% |
| 35Δ | 55.99 | 15.6% | 3.2% | 54.06 | 16.3% | 2.5% |
| 40Δ | 55.67 | 16.3% | 2.9% | 54.38 | 15.1% | 2.0% |
| 45Δ | 55.35 | 17.0% | 2.6% | 54.71 | 13.9% | 1.5% |
| 50Δ | 55.03 | 17.7% | 2.4% | 55.03 | 12.9% | 1.1% |
| 55Δ | 54.67 | 18.0% | 2.1% | 55.34 | 13.8% | 0.9% |
| 60Δ | 54.31 | 18.3% | 1.8% | 55.65 | 14.6% | 0.8% |
| 65Δ | 53.96 | 18.3% | 1.6% | 55.96 | 15.5% | 0.7% |
| 70Δ | 53.74 | 16.5% | 1.3% | 56.50 | 16.6% | 0.5% |
| 75Δ | 53.52 | 14.8% | 0.9% | 57.08 | 17.8% | 0.4% |
| 80Δ | 53.30 | 13.0% | 0.6% | 57.67 | 18.9% | 0.2% |
No recorded observations