Share price$42.13
1D+0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:41:46.514Z
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 · 2026-10-23T19:33:30.527739481Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 46.89 | 34.2% | 12.7% | |||
| 25Δ | 46.31 | 33.6% | 11.8% | |||
| 30Δ | 45.72 | 33.0% | 10.9% | |||
| 35Δ | 45.13 | 32.4% | 10.1% | |||
| 40Δ | 44.54 | 31.8% | 9.2% | |||
| 45Δ | 43.96 | 31.2% | 8.3% | |||
| 50Δ | 43.37 | 30.7% | 7.4% | |||
| 55Δ | 42.78 | 30.1% | 6.5% | |||
| 60Δ | 42.20 | 29.5% | 5.6% | |||
| 65Δ | 41.61 | 28.9% | 4.7% | |||
| 70Δ | 41.02 | 28.3% | 3.8% | |||
| 75Δ | 40.44 | 27.7% | 2.9% | |||
| 80Δ | 39.85 | 27.2% | 2.0% | |||
No recorded observations