Share price$42.30
1D-0.2%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T21:05:45.840Z
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 · 2026-10-22T20:10:00.003464063Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.01 | 48.0% | 14.9% | 38.49 | 44.4% | 10.5% |
| 25Δ | 45.68 | 35.6% | 9.4% | 39.84 | 36.0% | 7.4% |
| 30Δ | 44.53 | 29.4% | 6.8% | 40.68 | 30.8% | 5.5% |
| 35Δ | 43.82 | 26.0% | 5.2% | 41.29 | 27.2% | 4.2% |
| 40Δ | 43.31 | 23.5% | 4.2% | 41.79 | 24.2% | 3.2% |
| 45Δ | 42.88 | 21.4% | 3.3% | 42.16 | 22.0% | 2.5% |
| 50Δ | 42.58 | 19.9% | 2.8% | 42.45 | 20.3% | 2.0% |
| 55Δ | 42.28 | 18.4% | 2.3% | 42.74 | 18.7% | 1.5% |
| 60Δ | 41.98 | 17.0% | 1.8% | 43.02 | 17.1% | 1.0% |
| 65Δ | 41.67 | 17.4% | 1.5% | 43.25 | 16.4% | 0.8% |
| 70Δ | 41.35 | 17.8% | 1.3% | 43.47 | 15.6% | 0.6% |
| 75Δ | 41.04 | 18.2% | 1.1% | 43.70 | 14.9% | 0.3% |
| 80Δ | 40.47 | 20.1% | 0.9% | 43.92 | 14.2% | 0.1% |
| Date | IV |
|---|---|
| 18.45% | |
| 18.75% |