Share price$41.81
1D-2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:22:34.430Z
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 · 2026-10-22T20:00:00.709238218Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.50 | 63.0% | 20.2% | |||
| 25Δ | 47.24 | 55.8% | 15.2% | 38.50 | 50.4% | 10.2% |
| 30Δ | 45.70 | 50.7% | 11.8% | 39.47 | 46.6% | 8.3% |
| 35Δ | 44.58 | 47.5% | 9.6% | 40.27 | 44.7% | 6.9% |
| 40Δ | 43.76 | 47.0% | 8.2% | 40.94 | 44.9% | 6.0% |
| 45Δ | 43.04 | 47.6% | 7.1% | 41.61 | 45.3% | 5.2% |
| 50Δ | 42.32 | 47.5% | 6.2% | 42.28 | 45.2% | 4.4% |
| 55Δ | 41.61 | 47.4% | 5.3% | 42.94 | 44.3% | 3.6% |
| 60Δ | 40.91 | 47.4% | 4.4% | 43.64 | 44.4% | 3.0% |
| 65Δ | 40.18 | 47.8% | 3.7% | 44.38 | 44.5% | 2.4% |
| 70Δ | 39.40 | 48.4% | 3.1% | 45.16 | 44.6% | 1.9% |
| 75Δ | 38.61 | 48.3% | 2.5% | 46.05 | 44.9% | 1.4% |
| 80Δ | 47.01 | 44.7% | 1.0% | |||
No recorded observations