Share price$40.76
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:09:32.146Z
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 · 2026-10-22T20:10:00.001058591Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.01 | 61.2% | 19.6% | 36.32 | 55.0% | 12.7% |
| 25Δ | 44.94 | 45.2% | 12.0% | 37.92 | 43.8% | 8.9% |
| 30Δ | 43.47 | 37.1% | 8.5% | 38.95 | 36.7% | 6.5% |
| 35Δ | 42.55 | 31.6% | 6.4% | 39.62 | 32.4% | 5.0% |
| 40Δ | 41.88 | 28.0% | 4.9% | 40.17 | 28.7% | 3.8% |
| 45Δ | 41.44 | 25.9% | 4.0% | 40.58 | 25.9% | 3.0% |
| 50Δ | 41.00 | 23.9% | 3.2% | 40.99 | 23.0% | 2.1% |
| 55Δ | 40.68 | 22.9% | 2.7% | 41.25 | 21.6% | 1.7% |
| 60Δ | 40.36 | 21.9% | 2.2% | 41.51 | 20.2% | 1.3% |
| 65Δ | 40.05 | 20.9% | 1.8% | 41.77 | 18.8% | 0.9% |
| 70Δ | 39.69 | 20.9% | 1.5% | 42.05 | 17.7% | 0.6% |
| 75Δ | 39.32 | 21.1% | 1.2% | 42.47 | 18.5% | 0.4% |
| 80Δ | 38.92 | 21.4% | 1.0% | 42.88 | 19.2% | 0.3% |
| Date | IV |
|---|---|
| 21.43% | |
| 21.95% |