Share price$44.06
1D-2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:30:23.469Z
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 · 2026-10-22T20:08:13.683680633Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.83 | 39.3% | 12.0% | 41.02 | 33.2% | 8.0% |
| 25Δ | 47.75 | 37.5% | 9.9% | 41.59 | 34.4% | 7.2% |
| 30Δ | 47.01 | 37.9% | 8.6% | 42.16 | 35.1% | 6.3% |
| 35Δ | 46.31 | 37.5% | 7.5% | 42.76 | 34.6% | 5.4% |
| 40Δ | 45.63 | 36.7% | 6.4% | 43.33 | 34.9% | 4.7% |
| 45Δ | 44.98 | 35.5% | 5.3% | 43.87 | 35.7% | 4.1% |
| 50Δ | 44.42 | 36.0% | 4.7% | 44.43 | 35.9% | 3.5% |
| 55Δ | 43.86 | 36.5% | 4.0% | 44.99 | 35.9% | 2.9% |
| 60Δ | 43.27 | 37.0% | 3.5% | 45.59 | 35.9% | 2.4% |
| 65Δ | 42.61 | 38.5% | 3.0% | 46.16 | 35.4% | 1.9% |
| 70Δ | 41.91 | 40.3% | 2.6% | 46.70 | 34.1% | 1.4% |
| 75Δ | 41.34 | 38.3% | 2.0% | 48.49 | 43.2% | 1.3% |
| 80Δ | 40.60 | 38.0% | 1.5% | 48.14 | 34.0% | 0.7% |
No recorded observations