Share price$38.05
1D-0.2%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:00:51.283Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:39:19.469092829Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 37.89 | 32.0% | 3.6% | |||
| 60Δ | 37.44 | 32.2% | 3.1% | 39.29 | 32.9% | 2.2% |
| 65Δ | 36.99 | 32.4% | 2.6% | 39.83 | 33.8% | 1.8% |
| 70Δ | 36.45 | 33.3% | 2.2% | |||
| 75Δ | 35.91 | 33.9% | 1.8% | |||
| 80Δ | 35.40 | 32.9% | 1.4% | |||
| Date | IV |
|---|---|
| 33.11% | |
| 33.52% |