Share price$41.43
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:44:58.556Z
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 · 2026-10-23T16:42:07.121394024Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 44.45 | 67.8% | 12.2% | 40.34 | 66.4% | 8.6% |
| 45Δ | 43.44 | 66.6% | 10.6% | 41.30 | 65.8% | 7.5% |
| 50Δ | 42.43 | 65.4% | 9.1% | 42.26 | 65.2% | 6.5% |
| 55Δ | 41.42 | 64.3% | 7.5% | 43.23 | 64.7% | 5.5% |
| 60Δ | 40.41 | 63.1% | 6.0% | 44.19 | 64.1% | 4.4% |
| 65Δ | 39.36 | 62.8% | 4.9% | 45.22 | 63.7% | 3.5% |
| 70Δ | 38.29 | 63.3% | 4.1% | 46.56 | 63.9% | 2.8% |
| 75Δ | 37.21 | 63.8% | 3.3% | 47.90 | 64.1% | 2.2% |
| 80Δ | 36.13 | 64.3% | 2.6% | 49.25 | 64.4% | 1.5% |
| Date | IV |
|---|---|
| 53.86% | |
| 56.43% | |
| 57.23% |