Share price$51.83
1D-0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:44.261Z
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 · 2026-10-22T20:10:00.002664765Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 56.95 | 36.0% | 10.9% | 46.78 | 48.3% | 11.4% |
| 25Δ | 55.99 | 36.2% | 9.5% | 47.86 | 48.4% | 9.8% |
| 30Δ | 55.07 | 35.4% | 8.0% | 48.90 | 47.5% | 8.4% |
| 35Δ | 54.37 | 36.2% | 7.2% | 49.87 | 46.2% | 7.1% |
| 40Δ | 53.69 | 37.1% | 6.4% | 50.77 | 43.5% | 5.8% |
| 45Δ | 53.01 | 38.1% | 5.7% | 51.58 | 41.6% | 4.8% |
| 50Δ | 52.31 | 39.4% | 5.1% | 52.33 | 40.4% | 3.9% |
| 55Δ | 51.58 | 41.0% | 4.5% | 53.07 | 39.8% | 3.3% |
| 60Δ | 50.80 | 42.5% | 4.0% | 53.86 | 40.3% | 2.7% |
| 65Δ | 49.99 | 42.9% | 3.4% | 54.63 | 39.7% | 2.2% |
| 70Δ | 49.11 | 43.7% | 2.8% | 55.42 | 39.0% | 1.7% |
| 75Δ | 48.12 | 44.9% | 2.3% | 56.26 | 38.3% | 1.2% |
| 80Δ | 46.95 | 46.6% | 1.8% | 57.18 | 37.6% | 0.8% |
No recorded observations