Share price$52.28
1D+1.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T14:12:13.104Z
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 · 2026-10-24T00:00:00.109476853Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T14:12:11.973787+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 57.17 | 35.2% | 10.4% | 47.21 | 49.8% | 11.3% |
| 25Δ | 56.19 | 35.0% | 8.8% | 48.38 | 48.5% | 9.6% |
| 30Δ | 55.43 | 35.5% | 7.8% | 49.48 | 46.0% | 7.9% |
| 35Δ | 54.74 | 36.3% | 6.9% | 50.43 | 43.8% | 6.6% |
| 40Δ | 54.09 | 37.5% | 6.2% | 51.26 | 42.0% | 5.4% |
| 45Δ | 53.42 | 38.6% | 5.5% | 52.03 | 40.9% | 4.5% |
| 50Δ | 52.74 | 39.6% | 4.9% | 52.77 | 40.8% | 3.9% |
| 55Δ | 52.03 | 40.3% | 4.3% | 53.51 | 40.7% | 3.3% |
| 60Δ | 51.24 | 42.9% | 3.8% | 54.20 | 39.8% | 2.6% |
| 65Δ | 50.35 | 45.9% | 3.4% | 54.79 | 37.2% | 2.0% |
| 70Δ | 49.43 | 47.1% | 2.9% | 55.50 | 36.0% | 1.5% |
| 75Δ | 48.38 | 48.5% | 2.4% | 56.29 | 35.5% | 1.1% |
| 80Δ | 47.03 | 51.9% | 2.0% | 57.10 | 35.2% | 0.7% |
| Date | IV |
|---|---|
| 33.51% | |
| 32.89% | |
| 34.66% | |
| 32.48% | |
| 31.44% | |
| 29.97% | |
| 31.27% | |
| 29.83% | |
| 29.79% | |
| 28.33% | |
| 28.29% | |
| 27.70% | |
| 26.83% | |
| 26.18% | |
| 26.23% | |
| 27.13% | |
| 27.97% | |
| 29.08% | |
| 31.03% | |
| 27.52% | |
| 27.46% | |
| 27.17% | |
| 26.75% | |
| 25.66% | |
| 25.09% | |
| 24.99% | |
| 25.54% | |
| 25.18% | |
| 24.73% | |
| 23.79% | |
| 26.25% | |
| 26.83% | |
| 27.83% | |
| 25.56% | |
| 26.88% | |
| 26.55% | |
| 29.00% | |
| 34.92% | |
| 31.94% | |
| 33.01% | |
| 32.74% | |
| 33.70% | |
| 34.13% | |
| 31.35% | |
| 31.35% | |
| 31.45% | |
| 31.50% | |
| 31.69% | |
| 31.56% | |
| 31.06% | |
| 30.28% | |
| 30.87% | |
| 31.29% | |
| 29.62% | |
| 29.46% | |
| 30.78% | |
| 34.25% | |
| 34.78% | |
| 34.48% | |
| 32.74% | |
| 33.35% | |
| 33.16% | |
| 36.70% | |
| 36.40% |