Share price$55.80
1D
Price history unavailable.
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-22T13:09:55.504Z
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 · 2026-10-22T12:25:38.806771987Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T13:09:52.017406+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 58.42 | 16.2% | 5.2% | 52.26 | 30.4% | 7.3% |
| 25Δ | 56.87 | 8.3% | 2.3% | 53.83 | 20.6% | 4.4% |
| 30Δ | 56.70 | 8.6% | 2.1% | 55.06 | 11.4% | 1.9% |
| 35Δ | 56.52 | 9.0% | 2.0% | 55.30 | 11.4% | 1.7% |
| 40Δ | 56.35 | 9.4% | 1.8% | 55.53 | 11.4% | 1.4% |
| 45Δ | 56.17 | 9.8% | 1.6% | 55.77 | 11.4% | 1.2% |
| 50Δ | 55.99 | 10.2% | 1.5% | 56.00 | 11.4% | 0.9% |
| 55Δ | 55.59 | 15.2% | 1.7% | 56.25 | 11.5% | 0.8% |
| 60Δ | 55.18 | 20.1% | 1.9% | 56.50 | 11.6% | 0.6% |
| 65Δ | 54.82 | 21.4% | 1.8% | 56.75 | 11.8% | 0.5% |
| 70Δ | 54.50 | 19.8% | 1.5% | 57.01 | 12.0% | 0.3% |
| 75Δ | 54.17 | 18.1% | 1.1% | 57.51 | 13.4% | 0.2% |
| 80Δ | 53.56 | 18.9% | 0.9% | 58.03 | 14.8% | 0.1% |
No recorded observations