Share price$56.83
1D-0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:44:52.176Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T15:32:03.516956526Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 56.66 | 26.0% | 4.3% | |||
| 60Δ | 55.68 | 27.5% | 3.9% | |||
| 65Δ | 54.70 | 28.9% | 3.4% | |||
| 70Δ | 53.71 | 30.3% | 3.0% | |||
| 75Δ | 52.73 | 31.8% | 2.6% | |||
| 80Δ | ||||||
No recorded observations