Share price$50.02
1D+1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:53:08.026Z
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 · 2026-10-22T20:00:06.953240513Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 66.86 | 100.1% | 36.4% | 42.00 | 84.8% | 19.1% |
| 25Δ | 60.80 | 84.3% | 24.7% | 43.97 | 81.8% | 16.0% |
| 30Δ | 57.95 | 78.0% | 19.6% | 45.69 | 80.2% | 13.6% |
| 35Δ | 55.59 | 73.1% | 15.5% | 47.14 | 80.0% | 12.0% |
| 40Δ | 54.04 | 76.4% | 13.8% | 48.58 | 79.8% | 10.4% |
| 45Δ | 52.77 | 82.5% | 12.9% | 50.03 | 79.6% | 8.8% |
| 50Δ | 51.50 | 88.6% | 11.9% | 51.55 | 80.1% | 7.7% |
| 55Δ | 50.22 | 94.7% | 11.0% | 53.07 | 80.5% | 6.5% |
| 60Δ | 48.69 | 93.2% | 9.4% | 54.60 | 80.9% | 5.4% |
| 65Δ | 47.10 | 90.0% | 7.6% | 56.42 | 81.5% | 4.5% |
| 70Δ | 45.51 | 86.9% | 5.7% | 58.34 | 82.0% | 3.6% |
| 75Δ | 43.66 | 87.4% | 4.5% | 60.37 | 82.6% | 2.7% |
| 80Δ | 41.69 | 89.8% | 3.5% | 63.05 | 83.2% | 2.0% |
| Date | IV |
|---|---|
| 68.76% | |
| 69.89% |