Share price$51.96
1D+0.1%
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 2026-10-22T23:49:23.828Z
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 · 2026-10-22T22:30:00.003869781Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 58.58 | 45.6% | 14.1% | 47.02 | 47.5% | 11.1% |
| 25Δ | 56.14 | 36.0% | 9.5% | 48.58 | 40.5% | 8.3% |
| 30Δ | 54.87 | 31.7% | 7.2% | 49.76 | 34.7% | 6.2% |
| 35Δ | 53.99 | 28.9% | 5.7% | 50.57 | 31.6% | 4.9% |
| 40Δ | 53.35 | 27.1% | 4.7% | 51.21 | 29.4% | 3.9% |
| 45Δ | 52.77 | 25.9% | 3.9% | 51.76 | 27.6% | 3.2% |
| 50Δ | 52.27 | 25.4% | 3.3% | 52.27 | 26.6% | 2.6% |
| 55Δ | 51.78 | 25.2% | 2.8% | 52.76 | 26.4% | 2.1% |
| 60Δ | 51.30 | 25.7% | 2.5% | 53.25 | 26.1% | 1.7% |
| 65Δ | 50.76 | 26.7% | 2.1% | 53.74 | 25.6% | 1.3% |
| 70Δ | 50.12 | 28.6% | 1.9% | 54.23 | 25.0% | 1.0% |
| 75Δ | 49.45 | 29.3% | 1.6% | 54.73 | 24.3% | 0.7% |
| 80Δ | 48.65 | 30.4% | 1.3% | 56.82 | 34.5% | 0.7% |
| Date | IV |
|---|---|
| 27.41% | |
| 52.19% |