Share price$43.23
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:01:42.248Z
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 · 2026-10-23T00:00:03.399903983Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.31 | 70.8% | 23.0% | 38.00 | 62.6% | 14.2% |
| 25Δ | 48.40 | 52.0% | 14.0% | 39.79 | 50.9% | 10.3% |
| 30Δ | 46.55 | 42.0% | 9.8% | 41.03 | 42.7% | 7.5% |
| 35Δ | 45.43 | 36.3% | 7.4% | 41.87 | 37.6% | 5.8% |
| 40Δ | 44.61 | 32.3% | 5.6% | 42.50 | 33.8% | 4.5% |
| 45Δ | 43.99 | 29.4% | 4.4% | 43.06 | 30.4% | 3.4% |
| 50Δ | 43.55 | 27.9% | 3.7% | 43.47 | 28.1% | 2.7% |
| 55Δ | 43.11 | 26.3% | 3.0% | 43.87 | 25.7% | 2.0% |
| 60Δ | 42.74 | 24.9% | 2.5% | |||
| 65Δ | 42.39 | 23.6% | 2.0% | |||
| 70Δ | 42.05 | 22.3% | 1.6% | |||
| 75Δ | 41.60 | 22.5% | 1.3% | |||
| 80Δ | 41.14 | 22.9% | 1.0% | |||
No recorded observations