Share price$42.28
1D+1.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:29:21.599Z
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 · 2026-10-22T18:28:58.024994694Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 48.90 | 64.8% | 18.3% | |||
| 30Δ | 47.78 | 66.8% | 16.5% | |||
| 35Δ | 46.66 | 68.9% | 14.7% | 40.20 | 64.5% | 9.7% |
| 40Δ | 45.54 | 70.9% | 12.9% | 41.19 | 64.6% | 8.6% |
| 45Δ | 44.44 | 71.5% | 11.3% | 42.19 | 64.8% | 7.6% |
| 50Δ | 43.36 | 70.8% | 9.8% | 43.18 | 65.0% | 6.5% |
| 55Δ | 42.28 | 70.0% | 8.4% | 44.18 | 65.1% | 5.4% |
| 60Δ | 41.19 | 69.3% | 6.9% | 45.21 | 65.2% | 4.4% |
| 65Δ | 40.11 | 68.5% | 5.4% | 46.42 | 64.7% | 3.7% |
| 70Δ | 39.10 | 66.1% | 4.5% | 47.62 | 64.1% | 2.9% |
| 75Δ | 38.10 | 63.5% | 3.6% | 48.83 | 63.6% | 2.2% |
| 80Δ | 37.10 | 60.9% | 2.8% | 50.08 | 63.3% | 1.5% |
| Date | IV |
|---|---|
| 53.86% | |
| 56.43% |