Share price$44.80
1D+0.7%
Sold putSold call
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Market dataready · fetched 2026-10-23T16:44:31.333Z
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 · 2026-10-23T16:15:30.106062537Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T16:42:45.075106+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.39 | 49.6% | 11.5% | |||
| 25Δ | 48.93 | 41.6% | 10.8% | 41.86 | 41.5% | 8.4% |
| 30Δ | 47.60 | 35.5% | 8.0% | 42.87 | 35.7% | 6.3% |
| 35Δ | 46.68 | 31.1% | 6.1% | 43.58 | 31.8% | 4.9% |
| 40Δ | 45.99 | 28.0% | 4.8% | |||
| 45Δ | 45.53 | 25.7% | 3.9% | |||
| 50Δ | 45.06 | 23.4% | 3.1% | |||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations