Share price$44.26
1D-1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:53:09.577Z
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 · 2026-10-22T14:53:04.771526015Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.19 | 144.0% | 28.3% | |||
| 25Δ | 37.37 | 114.6% | 21.1% | |||
| 30Δ | 40.10 | 90.1% | 15.0% | |||
| 35Δ | 51.51 | 97.7% | 22.0% | 41.28 | 81.0% | 12.5% |
| 40Δ | 48.73 | 81.4% | 15.7% | 42.47 | 72.0% | 10.1% |
| 45Δ | 46.81 | 68.2% | 11.4% | 43.66 | 62.9% | 7.7% |
| 50Δ | 44.92 | 56.0% | 7.3% | 44.85 | 53.9% | 5.3% |
| 55Δ | 43.56 | 60.2% | 6.6% | |||
| 60Δ | 42.19 | 64.4% | 5.9% | |||
| 65Δ | 40.83 | 68.5% | 5.2% | |||
| 70Δ | 39.47 | 72.7% | 4.4% | |||
| 75Δ | 38.11 | 76.9% | 3.7% | |||
| 80Δ | 36.74 | 81.1% | 3.0% | |||
No recorded observations