Share price$41.82
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:55:28.544Z
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 · 2026-10-22T20:00:00.225849252Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.38 | 61.9% | 19.9% | 37.40 | 53.2% | 12.4% |
| 25Δ | 46.15 | 45.5% | 12.1% | 39.11 | 40.4% | 8.3% |
| 30Δ | 44.48 | 35.4% | 8.1% | 40.16 | 32.3% | 5.8% |
| 35Δ | 43.48 | 28.6% | 5.8% | 40.86 | 26.9% | 4.1% |
| 40Δ | 42.83 | 24.0% | 4.3% | 41.30 | 24.3% | 3.3% |
| 45Δ | 42.44 | 21.3% | 3.4% | 41.68 | 22.5% | 2.6% |
| 50Δ | 42.04 | 18.7% | 2.5% | 42.04 | 20.8% | 1.9% |
| 55Δ | 41.81 | 17.4% | 2.2% | 42.30 | 19.8% | 1.6% |
| 60Δ | 41.61 | 16.2% | 1.9% | 42.56 | 18.8% | 1.2% |
| 65Δ | 41.40 | 15.1% | 1.5% | 42.82 | 17.7% | 0.8% |
| 70Δ | 41.19 | 13.9% | 1.2% | 43.16 | 17.7% | 0.6% |
| 75Δ | 40.94 | 13.1% | 0.9% | 43.69 | 19.9% | 0.5% |
| 80Δ | 40.09 | 16.4% | 0.7% | 45.01 | 28.3% | 0.5% |
No recorded observations