Share price$50.35
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:15:53.394Z
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 · 2026-10-22T16:06:34.530511611Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.53 | 37.2% | 11.4% | 45.96 | 42.9% | 10.2% |
| 25Δ | 53.82 | 30.7% | 8.1% | 47.31 | 37.2% | 7.7% |
| 30Δ | 52.96 | 28.0% | 6.6% | 48.30 | 33.1% | 5.9% |
| 35Δ | 52.10 | 25.3% | 5.1% | 49.08 | 29.9% | 4.6% |
| 40Δ | 51.54 | 23.6% | 4.2% | 49.63 | 28.6% | 3.8% |
| 45Δ | 51.03 | 21.9% | 3.4% | 50.16 | 27.7% | 3.2% |
| 50Δ | 50.62 | 21.7% | 2.9% | 50.65 | 27.3% | 2.6% |
| 55Δ | 50.22 | 21.5% | 2.5% | 51.16 | 27.3% | 2.2% |
| 60Δ | 49.81 | 21.6% | 2.1% | 51.70 | 27.9% | 1.8% |
| 65Δ | 49.38 | 22.1% | 1.8% | 52.27 | 28.4% | 1.5% |
| 70Δ | 48.94 | 22.6% | 1.6% | 52.88 | 28.8% | 1.2% |
| 75Δ | 48.42 | 23.0% | 1.3% | 53.65 | 29.7% | 0.9% |
| 80Δ | 47.91 | 23.0% | 1.1% | 55.06 | 34.4% | 0.7% |
| Date | IV |
|---|---|
| 21.28% | |
| 21.08% |