Share price$56.76
1D-0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:53:34.331Z
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 · 2026-10-22T14:35:53.341551504Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 62.01 | 31.4% | 10.2% | 51.65 | 40.5% | 10.4% |
| 25Δ | 60.00 | 26.1% | 6.8% | 52.78 | 39.1% | 8.8% |
| 30Δ | 59.53 | 25.2% | 6.2% | 53.90 | 37.8% | 7.2% |
| 35Δ | 59.06 | 24.2% | 5.7% | 55.02 | 36.5% | 5.6% |
| 40Δ | 58.59 | 23.3% | 5.1% | 56.37 | 41.0% | 5.2% |
| 45Δ | 58.12 | 22.4% | 4.6% | 57.73 | 45.4% | 4.9% |
| 50Δ | 57.66 | 21.4% | 4.0% | 59.08 | 49.9% | 4.5% |
| 55Δ | 57.19 | 20.5% | 3.5% | 60.43 | 54.4% | 4.1% |
| 60Δ | 56.72 | 19.5% | 2.9% | 61.79 | 58.8% | 3.7% |
| 65Δ | 56.25 | 18.6% | 2.4% | 63.14 | 63.3% | 3.3% |
| 70Δ | 55.79 | 17.6% | 1.8% | 64.49 | 67.8% | 2.9% |
| 75Δ | 55.32 | 16.7% | 1.2% | 68.24 | 80.3% | 2.6% |
| 80Δ | 54.52 | 17.2% | 0.8% | 76.13 | 103.9% | 2.4% |
No recorded observations