Share price$53.60
1D+0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:50:04.145Z
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 · 2026-10-23T14:39:04.030784196Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 60.70 | 47.7% | 14.6% | |||
| 25Δ | 58.56 | 41.6% | 10.9% | |||
| 30Δ | 57.26 | 39.1% | 8.8% | |||
| 35Δ | 56.38 | 38.4% | 7.6% | 51.30 | 54.8% | 8.2% |
| 40Δ | 55.55 | 37.8% | 6.5% | 52.31 | 54.5% | 7.1% |
| 45Δ | 54.76 | 37.2% | 5.5% | 53.38 | 52.4% | 5.8% |
| 50Δ | 54.04 | 36.6% | 4.6% | 54.43 | 56.9% | 5.4% |
| 55Δ | 53.35 | 37.1% | 4.0% | 55.56 | 57.6% | 4.6% |
| 60Δ | 52.67 | 36.7% | 3.4% | 56.90 | 60.1% | 4.0% |
| 65Δ | 52.02 | 35.3% | 2.7% | 58.34 | 62.4% | 3.4% |
| 70Δ | 51.31 | 35.3% | 2.3% | 60.43 | 66.8% | 2.8% |
| 75Δ | 63.06 | 74.1% | 2.4% | |||
| 80Δ | ||||||
No recorded observations