Share price$49.45
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:02:38.444Z
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 · 2026-10-23T00:00:00.093556889Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 56.96 | 53.5% | 16.8% | |||
| 25Δ | 55.35 | 52.0% | 14.0% | 45.11 | 56.6% | 11.4% |
| 30Δ | 54.01 | 50.6% | 11.7% | 46.29 | 54.6% | 9.6% |
| 35Δ | 53.02 | 51.6% | 10.4% | 47.35 | 53.0% | 8.1% |
| 40Δ | 52.02 | 51.7% | 9.0% | 48.29 | 53.7% | 7.1% |
| 45Δ | 51.11 | 53.0% | 8.0% | 49.23 | 54.9% | 6.2% |
| 50Δ | 50.17 | 53.6% | 7.0% | 50.18 | 53.9% | 5.2% |
| 55Δ | 49.23 | 54.7% | 6.1% | 51.10 | 52.6% | 4.3% |
| 60Δ | 48.25 | 56.1% | 5.3% | 52.18 | 54.4% | 3.7% |
| 65Δ | 47.26 | 56.1% | 4.4% | 53.15 | 53.2% | 2.9% |
| 70Δ | 46.26 | 55.5% | 3.5% | 54.17 | 52.2% | 2.3% |
| 75Δ | 55.49 | 53.0% | 1.7% | |||
| 80Δ | 56.81 | 52.5% | 1.2% | |||
No recorded observations