Share price$40.16
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T11:57:28.999Z
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 · 2026-10-22T00:00:00.120829592Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.59 | 30.9% | 9.5% | 37.51 | 31.4% | 7.6% |
| 25Δ | 42.41 | 24.9% | 6.6% | 38.40 | 26.2% | 5.5% |
| 30Δ | 41.75 | 21.7% | 5.1% | 39.04 | 22.6% | 4.0% |
| 35Δ | 41.27 | 19.3% | 4.0% | 39.42 | 20.4% | 3.2% |
| 40Δ | 40.90 | 17.4% | 3.2% | 39.79 | 18.2% | 2.4% |
| 45Δ | 40.67 | 16.1% | 2.7% | 40.10 | 16.7% | 1.8% |
| 50Δ | 40.43 | 14.8% | 2.3% | 40.31 | 16.2% | 1.5% |
| 55Δ | 40.20 | 13.5% | 1.8% | 40.53 | 15.6% | 1.2% |
| 60Δ | 39.97 | 12.4% | 1.4% | 40.74 | 15.1% | 0.9% |
| 65Δ | 39.73 | 12.7% | 1.2% | 40.96 | 14.6% | 0.6% |
| 70Δ | 39.50 | 13.0% | 1.1% | 41.32 | 15.6% | 0.5% |
| 75Δ | 39.26 | 13.3% | 0.9% | 41.71 | 17.0% | 0.4% |
| 80Δ | 39.03 | 13.6% | 0.7% | 42.27 | 19.3% | 0.3% |
No recorded observations