Share price$49.34
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:22:30.936Z
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 · 2026-10-22T20:33:12.124985679Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 56.88 | 53.8% | 16.9% | |||
| 25Δ | 55.32 | 52.7% | 14.2% | 45.05 | 56.1% | 11.3% |
| 30Δ | 53.96 | 51.3% | 11.9% | 46.22 | 54.1% | 9.5% |
| 35Δ | 52.97 | 52.4% | 10.6% | 47.27 | 52.2% | 8.0% |
| 40Δ | 51.96 | 52.6% | 9.2% | 48.20 | 52.7% | 7.0% |
| 45Δ | 51.04 | 54.0% | 8.2% | 49.12 | 54.1% | 6.1% |
| 50Δ | 50.08 | 54.6% | 7.1% | 50.05 | 53.1% | 5.1% |
| 55Δ | 49.13 | 56.0% | 6.2% | 50.93 | 51.4% | 4.2% |
| 60Δ | 48.13 | 57.5% | 5.4% | 52.01 | 53.5% | 3.6% |
| 65Δ | 47.11 | 57.4% | 4.5% | 52.94 | 52.1% | 2.9% |
| 70Δ | 46.08 | 57.0% | 3.6% | 53.88 | 50.6% | 2.2% |
| 75Δ | 55.12 | 51.1% | 1.7% | |||
| 80Δ | 56.39 | 50.6% | 1.1% | |||
No recorded observations