Share price$48.64
1D+2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:40:43.712Z
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 · 2026-10-22T22:30:00.00300075Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 72.03 | 136.2% | 52.0% | 45.29 | 33.1% | 8.1% |
| 25Δ | 69.92 | 145.1% | 48.8% | 45.94 | 34.1% | 7.4% |
| 30Δ | 60.25 | 109.7% | 28.9% | 46.58 | 35.1% | 6.7% |
| 35Δ | 55.28 | 86.5% | 18.7% | 47.23 | 36.0% | 6.0% |
| 40Δ | 49.70 | 23.2% | 4.2% | 47.88 | 37.0% | 5.4% |
| 45Δ | 49.22 | 23.2% | 3.8% | 48.53 | 37.9% | 4.7% |
| 50Δ | 48.75 | 23.3% | 3.5% | 49.18 | 38.9% | 4.0% |
| 55Δ | 48.27 | 23.3% | 3.1% | 49.83 | 39.9% | 3.3% |
| 60Δ | 47.80 | 23.4% | 2.7% | 50.72 | 40.7% | 2.8% |
| 65Δ | 47.32 | 23.4% | 2.4% | 51.70 | 41.4% | 2.3% |
| 70Δ | 46.84 | 23.5% | 2.0% | 52.68 | 42.1% | 1.9% |
| 75Δ | 46.37 | 23.5% | 1.7% | 53.66 | 42.8% | 1.4% |
| 80Δ | 45.89 | 23.6% | 1.3% | 54.64 | 43.5% | 1.0% |
| Date | IV |
|---|---|
| 29.77% |