Share price$39.46
1D
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Market dataready · fetched 2026-10-22T08:59:48.138Z
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 · 2026-10-22T08:01:51.272176778Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T08:59:46.685696+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.76 | 39.0% | 12.1% | 35.50 | 49.6% | 11.7% |
| 25Δ | 42.68 | 34.8% | 9.5% | 36.80 | 41.8% | 8.6% |
| 30Δ | 42.03 | 32.4% | 8.1% | 37.80 | 33.8% | 6.1% |
| 35Δ | 41.37 | 30.1% | 6.7% | 38.36 | 32.9% | 5.1% |
| 40Δ | 40.72 | 27.7% | 5.3% | 38.82 | 33.7% | 4.5% |
| 45Δ | 40.07 | 25.4% | 3.9% | 39.30 | 34.5% | 4.0% |
| 50Δ | 39.67 | 25.7% | 3.4% | 39.79 | 35.2% | 3.4% |
| 55Δ | 39.31 | 26.4% | 3.0% | |||
| 60Δ | 38.93 | 27.2% | 2.6% | |||
| 65Δ | 38.44 | 29.1% | 2.3% | |||
| 70Δ | 37.94 | 31.1% | 2.0% | |||
| 75Δ | 37.21 | 34.6% | 1.8% | |||
| 80Δ | 36.15 | 40.9% | 1.6% | |||
No recorded observations