Share price$42.44
1D-0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:13:52.309Z
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 · 2026-10-22T18:13:30.308891483Z
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 | ||||||
| 65Δ | 41.58 | 16.9% | 2.2% | |||
| 70Δ | 40.97 | 18.1% | 2.0% | |||
| 75Δ | 40.36 | 19.3% | 1.7% | |||
| 80Δ | 39.75 | 20.5% | 1.5% | |||
| Date | IV |
|---|---|
| 15.14% | |
| 14.14% |