Share price$43.29
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:15:52.965Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T16:00:07.270333412Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 43.23 | 25.2% | 3.7% | |||
| 50Δ | 43.81 | 23.8% | 4.7% | 43.74 | 22.9% | 2.8% |
| 55Δ | 43.30 | 22.6% | 4.0% | 44.16 | 20.9% | 2.0% |
| 60Δ | 44.50 | 19.3% | 1.5% | |||
| 65Δ | 44.83 | 17.7% | 1.0% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations