Share price$50.89
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:41:33.290Z
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 · 2026-10-22T23:00:00.003618493Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.91 | 29.0% | 8.8% | 46.08 | 43.5% | 11.0% |
| 25Δ | 54.31 | 29.5% | 8.1% | 47.04 | 42.4% | 9.5% |
| 30Δ | 53.70 | 30.0% | 7.4% | 48.01 | 41.3% | 8.1% |
| 35Δ | 53.10 | 30.4% | 6.7% | 48.97 | 40.2% | 6.7% |
| 40Δ | 52.50 | 30.9% | 6.0% | 49.93 | 39.1% | 5.2% |
| 45Δ | 51.89 | 31.3% | 5.2% | 50.66 | 38.6% | 4.6% |
| 50Δ | 51.29 | 31.8% | 4.5% | 51.37 | 38.1% | 4.0% |
| 55Δ | 50.69 | 32.2% | 3.8% | 52.08 | 37.7% | 3.4% |
| 60Δ | 50.08 | 32.7% | 3.1% | 52.80 | 37.2% | 2.9% |
| 65Δ | 49.26 | 33.4% | 2.7% | 53.51 | 36.7% | 2.3% |
| 70Δ | 48.40 | 34.1% | 2.3% | 54.22 | 36.3% | 1.7% |
| 75Δ | 47.54 | 34.8% | 1.9% | 54.93 | 35.8% | 1.1% |
| 80Δ | 46.67 | 35.5% | 1.5% | 56.44 | 37.2% | 0.8% |
No recorded observations