Share price$46.31
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:24:38.065Z
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 · 2026-10-22T20:00:01.776509245Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 59.85 | 88.6% | 31.6% | 40.35 | 65.4% | 15.1% |
| 25Δ | 52.66 | 56.5% | 15.8% | 41.65 | 60.1% | 12.7% |
| 30Δ | 49.59 | 39.2% | 9.2% | 42.95 | 54.8% | 10.3% |
| 35Δ | 48.90 | 39.4% | 8.3% | 44.25 | 49.5% | 7.9% |
| 40Δ | 48.21 | 39.6% | 7.4% | 45.35 | 46.7% | 6.3% |
| 45Δ | 47.51 | 39.8% | 6.6% | 46.19 | 47.2% | 5.6% |
| 50Δ | 46.82 | 39.9% | 5.7% | 47.03 | 47.7% | 4.9% |
| 55Δ | 46.13 | 40.1% | 4.8% | 47.87 | 48.2% | 4.2% |
| 60Δ | 45.44 | 40.3% | 3.9% | 48.71 | 48.7% | 3.5% |
| 65Δ | 44.66 | 40.6% | 3.2% | 49.55 | 49.2% | 2.8% |
| 70Δ | 43.74 | 41.0% | 2.7% | 51.23 | 52.5% | 2.2% |
| 75Δ | 42.83 | 41.4% | 2.3% | 53.86 | 59.1% | 1.8% |
| 80Δ | 41.91 | 41.8% | 1.8% | 56.48 | 65.7% | 1.4% |
No recorded observations