Share price$49.77
1D-1.2%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T16:31:19.992Z
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 · 2026-10-22T16:30:09.438018183Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 57.22 | 52.8% | 16.5% | |||
| 25Δ | 55.80 | 52.6% | 14.2% | 45.46 | 55.7% | 11.2% |
| 30Δ | 54.47 | 51.7% | 12.0% | 46.65 | 53.4% | 9.4% |
| 35Δ | 53.30 | 50.6% | 10.2% | 47.67 | 52.6% | 8.0% |
| 40Δ | 52.36 | 51.9% | 9.1% | 48.62 | 51.4% | 6.8% |
| 45Δ | 51.42 | 52.3% | 7.9% | 49.54 | 50.5% | 5.8% |
| 50Δ | 50.47 | 52.6% | 6.8% | 50.42 | 49.8% | 4.8% |
| 55Δ | 49.55 | 53.0% | 5.9% | 51.28 | 48.9% | 4.0% |
| 60Δ | 48.61 | 52.7% | 4.9% | 52.15 | 48.0% | 3.3% |
| 65Δ | 47.62 | 53.8% | 4.2% | 53.13 | 47.7% | 2.7% |
| 70Δ | 46.51 | 56.3% | 3.6% | 54.10 | 47.4% | 2.1% |
| 75Δ | 45.37 | 57.0% | 2.9% | 55.09 | 47.1% | 1.5% |
| 80Δ | 56.34 | 47.1% | 1.0% | |||
No recorded observations