Share price$41.82
1D+0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:44:26.579Z
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 · 2026-10-22T16:42:52.230934011Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.68 | 62.8% | 20.6% | 35.30 | 84.5% | 18.6% |
| 25Δ | 46.78 | 51.5% | 13.9% | 38.60 | 49.6% | 10.0% |
| 30Δ | 46.16 | 55.9% | 13.2% | 39.20 | 48.1% | 8.9% |
| 35Δ | 47.29 | 79.5% | 17.6% | 40.60 | 31.6% | 5.0% |
| 40Δ | 44.49 | 60.6% | 10.8% | 40.54 | 61.5% | 8.3% |
| 45Δ | 43.69 | 49.0% | 8.4% | 41.40 | 43.9% | 5.3% |
| 50Δ | 42.15 | 21.1% | 3.0% | 42.08 | 30.4% | 3.0% |
| 55Δ | 41.81 | 17.3% | 2.2% | 42.35 | 26.9% | 2.3% |
| 60Δ | 41.61 | 16.1% | 1.9% | 42.61 | 23.3% | 1.7% |
| 65Δ | 41.40 | 15.0% | 1.5% | 42.88 | 19.8% | 1.0% |
| 70Δ | 41.20 | 13.9% | 1.2% | 43.36 | 20.2% | 0.7% |
| 75Δ | 44.00 | 23.9% | 0.6% | |||
| 80Δ | 45.02 | 28.4% | 0.5% | |||
No recorded observations