Share price$46.07
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:45:25.134Z
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 · 2026-10-22T20:10:00.0016784Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.37 | 63.9% | 14.6% | |||
| 25Δ | 42.34 | 51.7% | 10.4% | |||
| 30Δ | 43.59 | 44.9% | 8.0% | |||
| 35Δ | 44.54 | 39.5% | 6.1% | |||
| 40Δ | 47.56 | 32.6% | 5.7% | 45.28 | 35.2% | 4.7% |
| 45Δ | 46.91 | 29.8% | 4.5% | 45.89 | 31.9% | 3.6% |
| 50Δ | 46.42 | 27.6% | 3.7% | 46.36 | 29.6% | 2.9% |
| 55Δ | 45.95 | 25.4% | 2.9% | 46.81 | 27.5% | 2.2% |
| 60Δ | 45.62 | 23.5% | 2.4% | 47.26 | 26.6% | 1.7% |
| 65Δ | 45.30 | 21.6% | 1.9% | 47.73 | 26.7% | 1.4% |
| 70Δ | 44.97 | 19.9% | 1.4% | |||
| 75Δ | 44.61 | 19.3% | 1.2% | |||
| 80Δ | 44.25 | 18.8% | 0.9% | |||
No recorded observations