Share price$58.95
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:28:42.635Z
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 · 2026-10-22T22:30:00.003568009Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 63.20 | 26.6% | 8.0% | 55.59 | 27.3% | 6.6% |
| 25Δ | 61.40 | 18.6% | 4.9% | 57.31 | 17.0% | 3.5% |
| 30Δ | 60.50 | 14.1% | 3.4% | 57.81 | 16.0% | 2.8% |
| 35Δ | 59.90 | 10.4% | 2.3% | 58.20 | 16.5% | 2.4% |
| 40Δ | 59.68 | 9.7% | 2.0% | 58.53 | 17.9% | 2.3% |
| 45Δ | 59.46 | 9.0% | 1.7% | 58.85 | 19.3% | 2.1% |
| 50Δ | 59.24 | 8.2% | 1.4% | 59.17 | 18.9% | 1.8% |
| 55Δ | 59.03 | 7.5% | 1.1% | 59.47 | 17.1% | 1.4% |
| 60Δ | 58.64 | 10.3% | 1.1% | 59.77 | 15.3% | 1.0% |
| 65Δ | 58.24 | 13.5% | 1.2% | 60.18 | 14.5% | 0.6% |
| 70Δ | 57.68 | 16.3% | 1.2% | 60.87 | 16.9% | 0.5% |
| 75Δ | 56.87 | 18.6% | 1.1% | 61.56 | 19.2% | 0.4% |
| 80Δ | 56.06 | 21.0% | 0.9% | 62.47 | 22.1% | 0.3% |
| Date | IV |
|---|---|
| 12.77% | |
| 12.99% |