Share price$43.47
1D+0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T13:03:25.235Z
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 · 2026-10-22T00:00:02.374611368Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 47.35 | 32.4% | 9.9% | 40.40 | 33.9% | 8.2% |
| 25Δ | 45.85 | 24.5% | 6.5% | 41.44 | 28.1% | 5.9% |
| 30Δ | 45.08 | 20.8% | 4.8% | 42.15 | 24.3% | 4.4% |
| 35Δ | 44.65 | 18.9% | 3.9% | 42.65 | 21.2% | 3.3% |
| 40Δ | 44.27 | 17.3% | 3.2% | 43.08 | 18.6% | 2.4% |
| 45Δ | 43.93 | 16.0% | 2.6% | 43.32 | 17.2% | 2.0% |
| 50Δ | 43.70 | 15.4% | 2.2% | 43.57 | 15.8% | 1.6% |
| 55Δ | 43.46 | 14.8% | 1.9% | 43.81 | 14.4% | 1.1% |
| 60Δ | 43.23 | 14.1% | 1.6% | 44.07 | 13.5% | 0.7% |
| 65Δ | 43.00 | 13.5% | 1.2% | 44.36 | 14.1% | 0.6% |
| 70Δ | 42.68 | 14.2% | 1.1% | 44.64 | 14.6% | 0.5% |
| 75Δ | 42.37 | 14.8% | 0.9% | 44.93 | 15.1% | 0.3% |
| 80Δ | 42.06 | 15.4% | 0.8% | |||
No recorded observations