Share price$56.00
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T06:27:42.542Z
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 · 2026-10-21T20:29:55.127386124Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 63.28 | 45.9% | 14.4% | 50.44 | 49.1% | 11.6% |
| 25Δ | 60.86 | 38.2% | 10.2% | 52.18 | 42.3% | 8.7% |
| 30Δ | 59.37 | 33.1% | 7.7% | 53.48 | 36.7% | 6.6% |
| 35Δ | 58.30 | 29.7% | 6.0% | 54.28 | 36.1% | 5.6% |
| 40Δ | 57.53 | 27.3% | 4.8% | 55.04 | 35.5% | 4.7% |
| 45Δ | 56.87 | 25.6% | 3.9% | 55.75 | 35.9% | 4.1% |
| 50Δ | 56.34 | 25.4% | 3.4% | 56.48 | 36.4% | 3.5% |
| 55Δ | 55.81 | 25.2% | 2.8% | 57.24 | 37.2% | 3.0% |
| 60Δ | 55.31 | 25.2% | 2.4% | 58.07 | 38.2% | 2.6% |
| 65Δ | 54.80 | 25.1% | 2.1% | 59.08 | 40.4% | 2.2% |
| 70Δ | 54.27 | 24.9% | 1.7% | 60.14 | 41.5% | 1.8% |
| 75Δ | 53.74 | 24.5% | 1.4% | 61.81 | 45.8% | 1.5% |
| 80Δ | 53.19 | 23.9% | 1.1% | 64.43 | 53.1% | 1.2% |
No recorded observations