Share price$40.15
1D-2.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:12:07.600Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 42.42 | 41.7% | 11.9% | |||
| 50Δ | 41.34 | 42.0% | 10.7% | |||
| 55Δ | 40.26 | 42.3% | 9.4% | |||
| 60Δ | 39.19 | 42.6% | 8.1% | |||
| 65Δ | 38.11 | 42.9% | 6.9% | |||
| 70Δ | 37.04 | 43.2% | 5.6% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations