Share price$44.97
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:16:14.588Z
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 · 2026-10-22T14:16:02.964683709Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 45.05 | 5.1% | 0.3% | |||
| 50Δ | 45.20 | 5.7% | 0.3% | |||
| 55Δ | 45.34 | 6.2% | 0.2% | |||
| 60Δ | 44.89 | 5.5% | 0.8% | 45.48 | 6.7% | 0.2% |
| 65Δ | 44.74 | 5.8% | 0.7% | 45.62 | 7.3% | 0.1% |
| 70Δ | 44.59 | 6.1% | 0.6% | 45.76 | 7.8% | 0.1% |
| 75Δ | 44.43 | 6.4% | 0.6% | 45.90 | 8.3% | 0.0% |
| 80Δ | 44.28 | 6.7% | 0.5% | 46.23 | 9.9% | 0.0% |
No recorded observations