Share price$47.06
1D+0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:59:10.314Z
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 · 2026-10-23T00:00:00.176660251Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 53.80 | 50.7% | 15.8% | 42.82 | 44.7% | 10.5% |
| 25Δ | 50.98 | 37.4% | 9.8% | 44.34 | 35.6% | 7.3% |
| 30Δ | 49.51 | 29.3% | 6.7% | 45.33 | 29.7% | 5.3% |
| 35Δ | 48.65 | 24.5% | 4.9% | 46.04 | 25.7% | 3.9% |
| 40Δ | 48.04 | 21.2% | 3.7% | 46.50 | 23.3% | 3.1% |
| 45Δ | 47.68 | 19.7% | 3.1% | 46.95 | 20.9% | 2.3% |
| 50Δ | 47.34 | 18.2% | 2.6% | 47.25 | 19.5% | 1.8% |
| 55Δ | 47.00 | 16.8% | 2.0% | 47.54 | 18.2% | 1.4% |
| 60Δ | 46.80 | 15.7% | 1.7% | 47.82 | 17.0% | 1.0% |
| 65Δ | 46.59 | 14.6% | 1.5% | 48.13 | 16.2% | 0.7% |
| 70Δ | 46.39 | 13.6% | 1.2% | 48.45 | 16.3% | 0.5% |
| 75Δ | 46.19 | 12.5% | 1.0% | 48.78 | 16.3% | 0.4% |
| 80Δ | 45.94 | 11.7% | 0.7% | 49.53 | 18.9% | 0.2% |
| Date | IV |
|---|---|
| 16.65% |