Share price$50.42
1D-0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T13:59:00.241Z
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 · 2026-10-22T13:53:31.759404693Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.59 | 37.0% | 11.4% | 46.21 | 40.8% | 9.7% |
| 25Δ | 53.93 | 31.1% | 8.2% | 47.58 | 34.5% | 7.2% |
| 30Δ | 53.12 | 28.9% | 6.8% | 48.53 | 30.2% | 5.4% |
| 35Δ | 52.31 | 26.7% | 5.4% | 49.25 | 26.9% | 4.2% |
| 40Δ | 51.67 | 25.0% | 4.4% | 49.82 | 24.3% | 3.2% |
| 45Δ | 51.14 | 23.6% | 3.6% | 50.27 | 22.8% | 2.6% |
| 50Δ | 50.67 | 24.3% | 3.2% | 50.66 | 21.9% | 2.1% |
| 55Δ | 50.23 | 25.8% | 2.9% | 51.05 | 21.1% | 1.6% |
| 60Δ | 49.72 | 27.5% | 2.6% | 51.42 | 20.7% | 1.3% |
| 65Δ | 49.14 | 29.5% | 2.4% | 51.79 | 20.3% | 1.0% |
| 70Δ | 48.44 | 31.5% | 2.1% | 52.16 | 19.7% | 0.7% |
| 75Δ | 47.71 | 32.8% | 1.7% | 52.50 | 18.8% | 0.5% |
| 80Δ | 46.95 | 33.2% | 1.4% | 52.85 | 17.9% | 0.2% |
No recorded observations