Share price$46.42
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:02:51.312Z
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 · 2026-10-22T23:00:00.0013751Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.02 | 40.1% | 13.3% | 42.22 | 44.4% | 10.5% |
| 25Δ | 50.64 | 39.0% | 10.7% | 43.17 | 44.0% | 9.0% |
| 30Δ | 49.61 | 38.7% | 8.9% | 43.80 | 48.0% | 8.5% |
| 35Δ | 48.89 | 39.2% | 7.8% | 44.64 | 46.4% | 7.2% |
| 40Δ | 48.21 | 39.7% | 6.9% | 45.46 | 45.2% | 6.0% |
| 45Δ | 47.54 | 40.1% | 6.0% | 46.20 | 45.6% | 5.2% |
| 50Δ | 46.87 | 40.0% | 5.2% | 46.94 | 44.9% | 4.4% |
| 55Δ | 46.21 | 39.0% | 4.3% | 47.75 | 46.2% | 3.8% |
| 60Δ | 45.55 | 39.0% | 3.7% | 48.57 | 46.7% | 3.2% |
| 65Δ | 44.90 | 39.2% | 3.1% | 49.43 | 46.7% | 2.6% |
| 70Δ | 44.32 | 37.4% | 2.5% | 50.60 | 48.0% | 2.1% |
| 75Δ | 43.61 | 37.2% | 1.9% | 52.31 | 51.7% | 1.6% |
| 80Δ | 42.23 | 44.4% | 1.8% | 54.02 | 55.3% | 1.2% |
| Date | IV |
|---|---|
| 37.86% | |
| 37.35% |