Share price$48.00
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:54:19.433Z
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 · 2026-10-22T22:30:00.00373886Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.25 | 61.5% | 14.1% | |||
| 25Δ | 50.90 | 26.7% | 7.1% | 44.20 | 49.2% | 10.1% |
| 30Δ | 51.54 | 40.6% | 9.4% | 45.08 | 44.0% | 8.4% |
| 35Δ | 50.55 | 33.4% | 7.2% | 45.96 | 38.8% | 6.7% |
| 40Δ | 49.93 | 27.4% | 5.7% | 46.84 | 33.6% | 5.0% |
| 45Δ | 49.31 | 21.4% | 4.3% | 47.72 | 28.4% | 3.4% |
| 50Δ | 48.69 | 15.4% | 2.8% | 48.28 | 25.9% | 2.5% |
| 55Δ | 48.06 | 9.4% | 1.3% | 48.69 | 24.7% | 1.9% |
| 60Δ | 47.68 | 11.7% | 1.2% | 49.38 | 29.0% | 1.8% |
| 65Δ | 47.33 | 15.0% | 1.3% | 50.57 | 39.1% | 2.1% |
| 70Δ | 46.98 | 17.8% | 1.3% | |||
| 75Δ | 46.74 | 16.4% | 1.0% | |||
| 80Δ | 46.49 | 14.9% | 0.7% | |||
| Date | IV |
|---|---|
| 18.39% | |
| 20.90% |