Share price$44.46
1D+1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T07:14:07.216Z
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 · 2026-10-22T00:00:00.153203128Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.84 | 39.5% | 9.5% | |||
| 25Δ | 42.00 | 34.0% | 7.1% | |||
| 30Δ | 46.75 | 28.5% | 6.6% | 42.80 | 30.1% | 5.4% |
| 35Δ | 46.04 | 26.0% | 5.2% | 43.37 | 28.0% | 4.4% |
| 40Δ | 45.54 | 24.2% | 4.3% | 43.87 | 26.6% | 3.6% |
| 45Δ | 45.05 | 22.4% | 3.4% | 44.31 | 26.7% | 3.0% |
| 50Δ | 44.69 | 22.2% | 2.9% | 44.74 | 27.3% | 2.6% |
| 55Δ | 44.33 | 22.2% | 2.5% | 45.20 | 28.2% | 2.3% |
| 60Δ | 43.97 | 22.5% | 2.2% | 45.72 | 29.4% | 1.9% |
| 65Δ | 43.28 | 29.7% | 2.3% | 46.22 | 29.6% | 1.6% |
| 70Δ | 42.84 | 30.8% | 2.1% | 46.69 | 28.8% | 1.2% |
| 75Δ | 42.56 | 27.6% | 1.7% | |||
| 80Δ | 42.28 | 24.4% | 1.2% | |||
No recorded observations