Share price$42.05
1D-1.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:31:44.057Z
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 · 2026-10-22T16:31:38.104577648Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 44.89 | 48.6% | 9.7% | 40.58 | 41.8% | 6.5% |
| 40Δ | 44.09 | 48.6% | 8.5% | 41.23 | 41.4% | 5.5% |
| 45Δ | 43.35 | 49.9% | 7.5% | 41.85 | 41.2% | 4.7% |
| 50Δ | 42.61 | 50.6% | 6.6% | 42.46 | 40.9% | 4.0% |
| 55Δ | 41.85 | 50.9% | 5.6% | 43.07 | 40.6% | 3.3% |
| 60Δ | 41.07 | 52.8% | 4.9% | 43.70 | 40.3% | 2.7% |
| 65Δ | 40.27 | 52.9% | 4.1% | 44.37 | 40.3% | 2.2% |
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations