Share price$43.79
1D+6.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:29:33.168Z
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 · 2026-10-22T23:00:00.003026249Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 53.88 | 76.4% | 25.3% | 36.51 | 90.0% | 19.8% |
| 25Δ | 51.62 | 68.2% | 20.4% | 40.05 | 55.0% | 11.1% |
| 30Δ | 47.67 | 48.2% | 11.3% | 40.91 | 58.2% | 10.2% |
| 35Δ | 46.72 | 47.6% | 9.7% | 41.77 | 61.5% | 9.3% |
| 40Δ | 45.91 | 47.9% | 8.5% | 42.64 | 64.0% | 8.4% |
| 45Δ | 45.10 | 48.1% | 7.3% | 43.59 | 62.2% | 7.1% |
| 50Δ | 44.43 | 45.2% | 6.1% | 44.54 | 60.3% | 5.9% |
| 55Δ | 43.79 | 41.8% | 5.0% | 45.55 | 59.9% | 4.9% |
| 60Δ | 43.14 | 38.4% | 3.9% | 46.61 | 60.9% | 4.1% |
| 65Δ | 42.49 | 35.1% | 2.8% | 47.71 | 61.7% | 3.4% |
| 70Δ | 41.40 | 42.1% | 2.6% | 48.95 | 62.0% | 2.7% |
| 75Δ | 40.32 | 49.1% | 2.5% | 50.28 | 62.3% | 2.1% |
| 80Δ | 38.91 | 52.8% | 2.1% | 52.06 | 62.3% | 1.5% |
| Date | IV |
|---|---|
| 49.74% | |
| 49.09% |