Share price$42.75
1D-1.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:54:28.150Z
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 · 2026-10-23T15:54:26.261488692Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.23 | 87.8% | 29.3% | 35.34 | 94.6% | 20.5% |
| 25Δ | 52.16 | 83.5% | 25.0% | 37.95 | 76.6% | 14.7% |
| 30Δ | 48.92 | 71.5% | 17.8% | 40.14 | 52.7% | 9.1% |
| 35Δ | 46.49 | 59.8% | 12.3% | 40.95 | 54.6% | 8.2% |
| 40Δ | 44.86 | 50.9% | 8.7% | 41.75 | 56.5% | 7.4% |
| 45Δ | 44.09 | 53.5% | 7.9% | 42.56 | 58.1% | 6.5% |
| 50Δ | 43.33 | 56.0% | 7.2% | 43.37 | 56.5% | 5.5% |
| 55Δ | 42.56 | 58.6% | 6.4% | 44.18 | 54.9% | 4.5% |
| 60Δ | 41.75 | 56.9% | 5.4% | 45.00 | 53.3% | 3.6% |
| 65Δ | 40.94 | 55.0% | 4.4% | 46.06 | 54.7% | 3.0% |
| 70Δ | 40.14 | 53.0% | 3.3% | 47.13 | 56.1% | 2.4% |
| 75Δ | 39.14 | 53.6% | 2.7% | 48.35 | 56.8% | 1.9% |
| 80Δ | 38.11 | 54.6% | 2.1% | 49.65 | 57.2% | 1.3% |
| Date | IV |
|---|---|
| 49.74% | |
| 49.09% |