Share price$40.15
1D-2.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:31:57.112Z
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 · 2026-10-22T16:04:46.96302828Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 47.58 | 63.1% | 20.3% | |||
| 25Δ | 45.23 | 54.3% | 14.8% | 37.17 | 46.8% | 9.5% |
| 30Δ | 43.80 | 49.5% | 11.6% | 38.11 | 42.3% | 7.5% |
| 35Δ | 42.72 | 45.9% | 9.3% | 38.80 | 39.8% | 6.2% |
| 40Δ | 41.92 | 44.8% | 7.8% | 39.40 | 38.9% | 5.2% |
| 45Δ | 41.22 | 43.6% | 6.6% | 39.96 | 38.6% | 4.4% |
| 50Δ | 40.58 | 43.1% | 5.6% | 40.52 | 38.7% | 3.8% |
| 55Δ | 39.96 | 43.0% | 4.7% | 41.08 | 38.8% | 3.2% |
| 60Δ | 39.36 | 42.5% | 4.0% | 41.66 | 38.8% | 2.6% |
| 65Δ | 38.73 | 42.3% | 3.3% | 42.24 | 38.4% | 2.1% |
| 70Δ | 38.08 | 42.8% | 2.7% | 42.82 | 37.6% | 1.6% |
| 75Δ | 37.32 | 43.8% | 2.3% | 44.03 | 43.0% | 1.4% |
| 80Δ | 36.62 | 43.1% | 1.7% | 45.29 | 45.6% | 1.0% |
No recorded observations