Share price$47.16
1D
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Market datapartial · fetched 2026-10-23T12:06:59.837Z
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 · 2026-10-23T11:24:58.877007727Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.39 | 51.2% | 11.8% | |||
| 25Δ | 51.67 | 42.9% | 11.2% | 43.86 | 44.3% | 8.9% |
| 30Δ | 50.53 | 40.8% | 9.2% | 44.80 | 41.8% | 7.3% |
| 35Δ | 49.60 | 38.6% | 7.6% | 45.55 | 41.2% | 6.3% |
| 40Δ | 48.80 | 37.2% | 6.3% | 46.25 | 41.0% | 5.4% |
| 45Δ | 48.19 | 38.0% | 5.6% | 46.93 | 40.9% | 4.6% |
| 50Δ | 47.57 | 38.3% | 4.9% | 47.61 | 41.3% | 4.0% |
| 55Δ | 46.94 | 38.2% | 4.1% | 48.34 | 42.2% | 3.4% |
| 60Δ | 46.40 | 35.3% | 3.3% | 49.12 | 43.4% | 2.9% |
| 65Δ | 45.82 | 33.5% | 2.6% | 49.88 | 43.1% | 2.3% |
| 70Δ | 45.15 | 35.1% | 2.2% | 50.76 | 43.5% | 1.8% |
| 75Δ | 44.36 | 36.9% | 1.9% | 51.75 | 44.1% | 1.4% |
| 80Δ | 43.45 | 38.6% | 1.5% | 52.66 | 43.0% | 0.9% |
| Date | IV |
|---|---|
| 41.97% |