Share price$43.91
1D-2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:11:37.216Z
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 · 2026-10-22T20:10:02.64146481Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.98 | 61.3% | 20.1% | 38.82 | 58.5% | 13.6% |
| 25Δ | 49.30 | 50.2% | 14.2% | 40.28 | 50.6% | 10.5% |
| 30Δ | 48.10 | 45.4% | 11.7% | 41.00 | 47.7% | 9.3% |
| 35Δ | 46.90 | 40.6% | 9.2% | 41.71 | 44.7% | 8.0% |
| 40Δ | 45.70 | 35.9% | 6.7% | 42.43 | 41.7% | 6.8% |
| 45Δ | 44.76 | 33.0% | 5.1% | 43.15 | 38.8% | 5.5% |
| 50Δ | 44.20 | 32.8% | 4.6% | 43.86 | 35.8% | 4.2% |
| 55Δ | 43.63 | 32.7% | 4.1% | 44.58 | 32.9% | 3.0% |
| 60Δ | 43.06 | 32.5% | 3.6% | 45.33 | 31.4% | 2.1% |
| 65Δ | 42.49 | 32.3% | 3.1% | 46.13 | 32.0% | 1.8% |
| 70Δ | 41.93 | 32.2% | 2.6% | 46.93 | 32.6% | 1.4% |
| 75Δ | 41.36 | 32.0% | 2.1% | 47.73 | 33.2% | 1.1% |
| 80Δ | 40.79 | 31.9% | 1.6% | 48.53 | 33.8% | 0.8% |
| Date | IV |
|---|---|
| 68.26% |