Share price$48.19
1D+1.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:53:44.906Z
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 · 2026-10-22T14:51:20.317052313Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 72.10 | 138.3% | 53.6% | 45.01 | 31.8% | 7.6% |
| 25Δ | 69.71 | 146.1% | 49.7% | 45.62 | 32.3% | 7.0% |
| 30Δ | 59.62 | 107.7% | 28.7% | 46.23 | 32.8% | 6.3% |
| 35Δ | 54.94 | 87.5% | 19.1% | 46.83 | 33.4% | 5.7% |
| 40Δ | 53.90 | 81.2% | 17.2% | 47.44 | 33.9% | 5.0% |
| 45Δ | 52.86 | 75.0% | 15.3% | 48.05 | 34.4% | 4.4% |
| 50Δ | 51.81 | 68.8% | 13.4% | 48.66 | 34.9% | 3.7% |
| 55Δ | 50.77 | 62.6% | 11.5% | 49.26 | 35.5% | 3.1% |
| 60Δ | 49.73 | 56.4% | 9.6% | 49.87 | 36.0% | 2.5% |
| 65Δ | 48.68 | 50.2% | 7.7% | 50.78 | 36.7% | 2.0% |
| 70Δ | 47.64 | 43.9% | 5.9% | 51.78 | 37.5% | 1.6% |
| 75Δ | 46.60 | 37.7% | 4.0% | 52.77 | 38.2% | 1.3% |
| 80Δ | 45.55 | 31.5% | 2.1% | 53.76 | 39.0% | 0.9% |
No recorded observations