Share price$48.21
1D+7.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T12:06:58.564Z
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 · 2026-10-22T23:00:00.003442354Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.23 | 51.5% | 16.1% | 41.75 | 67.4% | 15.7% |
| 25Δ | 58.32 | 78.5% | 23.7% | 43.26 | 65.0% | 13.2% |
| 30Δ | 55.40 | 64.0% | 17.6% | 44.77 | 62.7% | 10.8% |
| 35Δ | 52.48 | 49.5% | 11.6% | 45.83 | 60.6% | 9.3% |
| 40Δ | 49.89 | 37.3% | 6.3% | 46.81 | 58.7% | 8.1% |
| 45Δ | 49.19 | 38.1% | 5.7% | 47.79 | 56.7% | 6.8% |
| 50Δ | 48.49 | 38.8% | 5.1% | 48.77 | 54.8% | 5.6% |
| 55Δ | 47.79 | 39.5% | 4.5% | 49.75 | 52.8% | 4.3% |
| 60Δ | 47.09 | 40.3% | 3.9% | 50.99 | 54.1% | 3.6% |
| 65Δ | 46.38 | 41.0% | 3.3% | 52.33 | 56.5% | 3.1% |
| 70Δ | 45.68 | 41.8% | 2.7% | 53.67 | 58.9% | 2.5% |
| 75Δ | 44.97 | 42.5% | 2.1% | 55.02 | 61.3% | 2.0% |
| 80Δ | 43.78 | 41.8% | 1.7% | 58.79 | 73.4% | 1.7% |
No recorded observations