Share price$53.06
1D-1.9%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T15:55:59.915Z
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 · 2026-10-23T15:55:58.40098393Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.43 | 72.5% | 23.5% | 47.25 | 54.3% | 12.7% |
| 25Δ | 60.27 | 58.8% | 15.8% | 50.22 | 33.0% | 6.8% |
| 30Δ | 58.37 | 54.6% | 12.7% | 50.89 | 32.5% | 5.9% |
| 35Δ | 56.88 | 51.5% | 10.3% | 51.56 | 31.9% | 5.1% |
| 40Δ | 55.65 | 48.8% | 8.5% | 52.23 | 31.3% | 4.2% |
| 45Δ | 54.59 | 47.0% | 7.0% | 52.89 | 31.9% | 3.6% |
| 50Δ | 53.71 | 46.0% | 6.0% | 53.55 | 33.2% | 3.2% |
| 55Δ | 52.82 | 45.0% | 4.9% | 54.21 | 34.5% | 2.8% |
| 60Δ | 51.97 | 44.4% | 4.1% | 54.87 | 35.8% | 2.4% |
| 65Δ | 51.14 | 44.0% | 3.4% | 55.54 | 35.2% | 1.9% |
| 70Δ | 50.31 | 43.6% | 2.8% | 56.23 | 34.3% | 1.5% |
| 75Δ | 49.30 | 44.2% | 2.2% | 56.91 | 33.3% | 1.1% |
| 80Δ | 48.19 | 45.3% | 1.8% | 57.67 | 32.5% | 0.6% |
| Date | IV |
|---|---|
| 33.21% | |
| 31.09% |