Share price$41.93
1D+0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:09:58.783Z
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 · 2026-10-22T20:00:08.955683708Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.96 | 96.9% | 33.8% | |||
| 25Δ | 52.32 | 88.2% | 27.9% | 36.57 | 83.4% | 16.6% |
| 30Δ | 49.68 | 79.5% | 22.1% | 38.23 | 72.9% | 13.0% |
| 35Δ | 47.04 | 70.8% | 16.3% | 39.88 | 62.5% | 9.4% |
| 40Δ | 44.77 | 64.2% | 11.5% | 40.86 | 61.4% | 8.2% |
| 45Δ | 43.79 | 64.6% | 10.2% | 41.78 | 61.0% | 7.2% |
| 50Δ | 42.80 | 65.0% | 9.0% | 42.70 | 60.6% | 6.2% |
| 55Δ | 41.81 | 65.4% | 7.7% | 43.62 | 60.2% | 5.2% |
| 60Δ | 40.82 | 65.8% | 6.4% | 44.54 | 59.8% | 4.2% |
| 65Δ | 39.81 | 66.2% | 5.2% | 45.64 | 59.7% | 3.3% |
| 70Δ | 38.66 | 66.2% | 4.4% | 46.90 | 60.0% | 2.7% |
| 75Δ | 37.51 | 66.2% | 3.5% | 48.16 | 60.3% | 2.1% |
| 80Δ | 36.36 | 66.2% | 2.7% | 49.42 | 60.5% | 1.4% |
| Date | IV |
|---|---|
| 53.86% | |
| 56.43% |