Share price$53.86
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:37:17.491Z
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 · 2026-10-23T00:00:03.305491431Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 60.86 | 46.4% | 14.4% | |||
| 25Δ | 59.06 | 41.9% | 11.3% | |||
| 30Δ | 56.95 | 32.8% | 7.4% | |||
| 35Δ | 56.43 | 36.0% | 7.1% | 51.61 | 51.9% | 7.9% |
| 40Δ | 55.87 | 38.4% | 6.6% | 52.62 | 52.4% | 6.9% |
| 45Δ | 55.06 | 37.3% | 5.6% | 53.62 | 53.2% | 6.0% |
| 50Δ | 54.34 | 38.2% | 4.9% | 54.66 | 53.8% | 5.2% |
| 55Δ | 53.61 | 38.5% | 4.3% | 55.74 | 54.6% | 4.5% |
| 60Δ | 52.87 | 38.4% | 3.6% | 56.92 | 55.7% | 3.8% |
| 65Δ | 52.13 | 38.3% | 3.0% | 58.25 | 57.2% | 3.2% |
| 70Δ | 51.37 | 38.0% | 2.5% | 59.95 | 60.5% | 2.6% |
| 75Δ | 62.06 | 63.9% | 2.1% | |||
| 80Δ | 65.69 | 73.3% | 1.7% | |||
No recorded observations