Share price$56.91
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:13:38.404Z
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 · 2026-10-22T20:10:00.004214232Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 61.25 | 26.4% | 8.4% | 51.73 | 41.1% | 10.5% |
| 25Δ | 59.79 | 22.0% | 6.0% | 52.88 | 39.8% | 8.9% |
| 30Δ | 59.38 | 21.3% | 5.5% | 54.03 | 38.5% | 7.3% |
| 35Δ | 58.97 | 20.6% | 5.1% | 55.14 | 37.7% | 5.8% |
| 40Δ | 58.56 | 19.9% | 4.6% | 56.06 | 39.7% | 5.3% |
| 45Δ | 58.16 | 19.2% | 4.2% | 56.97 | 41.8% | 4.8% |
| 50Δ | 57.75 | 18.5% | 3.7% | 57.88 | 43.9% | 4.3% |
| 55Δ | 57.34 | 17.8% | 3.3% | 58.80 | 45.9% | 3.8% |
| 60Δ | 56.93 | 17.1% | 2.8% | 59.71 | 48.0% | 3.3% |
| 65Δ | 56.52 | 16.4% | 2.3% | 61.76 | 56.0% | 3.0% |
| 70Δ | 56.12 | 15.7% | 1.9% | 64.31 | 66.8% | 2.9% |
| 75Δ | 55.71 | 15.0% | 1.4% | 69.03 | 84.1% | 2.8% |
| 80Δ | 55.30 | 14.3% | 1.0% | 76.97 | 106.3% | 2.5% |
| Date | IV |
|---|---|
| 31.31% |