Share price$52.38
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:24:21.393Z
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 · 2026-10-22T23:00:00.002281356Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.99 | 79.1% | 26.3% | 45.25 | 66.2% | 15.7% |
| 25Δ | 63.28 | 78.5% | 24.6% | 45.92 | 62.4% | 14.6% |
| 30Δ | 61.57 | 77.9% | 22.8% | 46.59 | 58.6% | 13.5% |
| 35Δ | 59.86 | 77.3% | 21.1% | 47.26 | 54.8% | 12.4% |
| 40Δ | 58.15 | 76.7% | 19.4% | 47.93 | 51.1% | 11.3% |
| 45Δ | 56.44 | 76.1% | 17.6% | 48.60 | 47.3% | 10.2% |
| 50Δ | 54.73 | 75.4% | 15.9% | 49.27 | 43.5% | 9.2% |
| 55Δ | 53.02 | 74.8% | 14.1% | 49.94 | 39.7% | 8.1% |
| 60Δ | 51.30 | 74.2% | 12.4% | 50.61 | 35.9% | 7.0% |
| 65Δ | 49.59 | 73.6% | 10.7% | 51.28 | 32.1% | 5.9% |
| 70Δ | 47.88 | 73.0% | 8.9% | 51.95 | 28.3% | 4.8% |
| 75Δ | 46.17 | 72.4% | 7.2% | 52.62 | 24.5% | 3.7% |
| 80Δ | 44.46 | 71.8% | 5.4% | 53.29 | 20.7% | 2.6% |
No recorded observations