Share price$55.04
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:24:14.253Z
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 · 2026-10-22T23:00:00.002371575Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 66.51 | 69.4% | 22.8% | 48.13 | 64.7% | 14.8% |
| 25Δ | 59.99 | 40.1% | 10.6% | 50.31 | 55.0% | 11.1% |
| 30Δ | 58.90 | 38.4% | 9.0% | 51.73 | 49.7% | 8.9% |
| 35Δ | 57.81 | 36.7% | 7.3% | 52.92 | 47.0% | 7.3% |
| 40Δ | 56.98 | 35.6% | 6.2% | 53.85 | 47.4% | 6.4% |
| 45Δ | 56.25 | 34.6% | 5.3% | 54.78 | 47.8% | 5.5% |
| 50Δ | 55.51 | 33.7% | 4.5% | 55.63 | 46.3% | 4.6% |
| 55Δ | 54.79 | 33.1% | 3.7% | 56.46 | 44.2% | 3.7% |
| 60Δ | 54.11 | 33.4% | 3.2% | 57.28 | 42.2% | 2.9% |
| 65Δ | 53.42 | 33.6% | 2.7% | 58.17 | 41.3% | 2.3% |
| 70Δ | 52.74 | 33.8% | 2.2% | 59.08 | 40.7% | 1.8% |
| 75Δ | 51.80 | 33.7% | 1.8% | 59.99 | 40.2% | 1.3% |
| 80Δ | 50.72 | 33.5% | 1.4% | 61.57 | 42.3% | 0.9% |
| Date | IV |
|---|---|
| 33.21% | |
| 31.09% |