Share price$44.00
1D-2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:31:36.171Z
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 · 2026-10-22T23:07:57.578940262Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.80 | 39.6% | 12.1% | 41.00 | 32.9% | 7.9% |
| 25Δ | 47.72 | 37.9% | 10.0% | 41.56 | 34.0% | 7.1% |
| 30Δ | 46.98 | 38.3% | 8.7% | 42.12 | 34.7% | 6.2% |
| 35Δ | 46.27 | 38.0% | 7.6% | 42.72 | 34.2% | 5.3% |
| 40Δ | 45.59 | 37.1% | 6.4% | 43.28 | 34.3% | 4.6% |
| 45Δ | 44.94 | 36.1% | 5.4% | 43.81 | 35.0% | 4.0% |
| 50Δ | 44.37 | 36.7% | 4.7% | 44.36 | 35.3% | 3.4% |
| 55Δ | 43.79 | 37.3% | 4.1% | 44.92 | 35.3% | 2.9% |
| 60Δ | 43.20 | 37.8% | 3.5% | 45.49 | 35.2% | 2.4% |
| 65Δ | 42.51 | 39.7% | 3.1% | 46.06 | 34.9% | 1.9% |
| 70Δ | 41.82 | 41.0% | 2.7% | 46.58 | 33.4% | 1.4% |
| 75Δ | 41.23 | 39.1% | 2.1% | 47.66 | 36.6% | 1.1% |
| 80Δ | 40.39 | 39.9% | 1.6% | 48.01 | 33.6% | 0.7% |
No recorded observations