Share price$42.44
1D+3.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:24:19.762Z
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 · 2026-10-22T22:30:00.003483757Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 47.36 | 42.4% | 13.0% | |||
| 25Δ | 47.01 | 47.4% | 12.6% | 39.26 | 47.4% | 9.6% |
| 30Δ | 45.59 | 41.2% | 9.5% | 40.29 | 41.9% | 7.4% |
| 35Δ | 44.59 | 36.8% | 7.4% | 41.11 | 37.5% | 5.8% |
| 40Δ | 43.84 | 33.5% | 5.8% | 41.74 | 33.8% | 4.5% |
| 45Δ | 43.25 | 30.8% | 4.7% | 42.26 | 31.4% | 3.6% |
| 50Δ | 42.76 | 28.4% | 3.8% | 42.72 | 29.9% | 2.9% |
| 55Δ | 42.36 | 26.3% | 3.1% | 43.16 | 28.7% | 2.3% |
| 60Δ | 41.96 | 24.4% | 2.4% | 43.57 | 27.9% | 1.8% |
| 65Δ | 41.60 | 23.7% | 2.0% | 43.98 | 27.2% | 1.4% |
| 70Δ | 41.23 | 23.1% | 1.6% | 44.52 | 27.8% | 1.1% |
| 75Δ | 40.83 | 22.9% | 1.3% | 45.11 | 28.6% | 0.8% |
| 80Δ | 40.33 | 23.4% | 1.1% | 45.94 | 30.4% | 0.6% |
No recorded observations