Share price$55.64
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:34:34.565Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T17:34:15.467632398Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 57.62 | 21.5% | 1.6% | |||
| 65Δ | 58.48 | 21.9% | 1.3% | |||
| 70Δ | 59.34 | 22.3% | 1.0% | |||
| 75Δ | 60.21 | 22.7% | 0.7% | |||
| 80Δ | 61.07 | 23.1% | 0.3% | |||
| Date | IV |
|---|---|
| 21.14% | |
| 21.50% |