Share price$43.19
1D-0.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:54:07.433Z
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 · 2026-10-22T16:45:00.205490469Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.28 | 70.4% | 23.1% | 37.96 | 62.3% | 14.3% |
| 25Δ | 48.36 | 51.7% | 14.0% | 39.75 | 50.5% | 10.2% |
| 30Δ | 46.53 | 41.8% | 9.8% | 41.00 | 42.4% | 7.5% |
| 35Δ | 45.39 | 36.2% | 7.4% | 41.84 | 37.3% | 5.8% |
| 40Δ | 44.58 | 32.3% | 5.7% | 42.47 | 33.4% | 4.5% |
| 45Δ | 43.96 | 29.5% | 4.5% | 43.03 | 30.0% | 3.4% |
| 50Δ | 43.51 | 27.9% | 3.8% | 43.43 | 27.7% | 2.7% |
| 55Δ | 43.07 | 26.4% | 3.0% | 43.82 | 25.4% | 2.0% |
| 60Δ | 42.72 | 24.9% | 2.5% | 44.14 | 23.4% | 1.5% |
| 65Δ | 42.38 | 23.5% | 2.1% | 44.39 | 21.7% | 1.2% |
| 70Δ | 42.04 | 22.0% | 1.6% | 44.65 | 20.0% | 0.8% |
| 75Δ | 41.54 | 22.8% | 1.3% | 44.90 | 18.3% | 0.5% |
| 80Δ | 41.02 | 24.0% | 1.1% | 45.33 | 18.1% | 0.2% |
No recorded observations