Share price$49.75
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T15:45:38.221Z
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 · 2026-10-22T20:00:00.560884936Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.77 | 161.2% | 30.4% | |||
| 25Δ | 76.27 | 167.7% | 58.9% | 40.83 | 157.9% | 26.2% |
| 30Δ | 71.33 | 169.1% | 50.5% | 43.65 | 151.5% | 22.4% |
| 35Δ | 66.94 | 169.9% | 43.3% | 46.37 | 148.9% | 19.4% |
| 40Δ | 63.21 | 173.2% | 37.7% | 48.98 | 149.8% | 17.0% |
| 45Δ | 59.69 | 175.3% | 32.6% | 51.49 | 146.7% | 14.5% |
| 50Δ | 56.29 | 177.3% | 28.0% | 54.05 | 144.3% | 12.3% |
| 55Δ | 53.13 | 181.1% | 24.2% | 56.51 | 140.4% | 10.3% |
| 60Δ | 49.99 | 185.5% | 20.7% | 59.27 | 139.2% | 8.6% |
| 65Δ | 46.77 | 189.8% | 17.4% | 62.17 | 137.8% | 7.0% |
| 70Δ | 43.45 | 195.2% | 14.4% | 64.88 | 133.6% | 5.5% |
| 75Δ | 40.01 | 202.0% | 11.7% | 67.78 | 129.5% | 4.1% |
| 80Δ | 35.99 | 216.5% | 9.5% | 71.00 | 124.8% | 2.8% |
| Date | IV |
|---|---|
| 128.65% | |
| 125.71% |