Share price$40.08
1D+1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T12:29:08.069Z
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 · 2026-10-22T00:00:00.14522153Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.71 | 84.8% | 28.9% | |||
| 25Δ | 47.32 | 73.5% | 20.9% | 35.89 | 69.7% | 13.7% |
| 30Δ | 45.13 | 65.6% | 15.8% | 37.25 | 61.8% | 10.7% |
| 35Δ | 43.62 | 60.3% | 12.5% | 38.28 | 57.0% | 8.7% |
| 40Δ | 42.43 | 56.1% | 10.0% | 39.15 | 53.3% | 7.0% |
| 45Δ | 41.47 | 52.6% | 8.1% | 39.91 | 49.4% | 5.6% |
| 50Δ | 40.64 | 48.6% | 6.4% | 40.54 | 46.0% | 4.5% |
| 55Δ | 39.92 | 44.5% | 5.0% | 41.15 | 43.2% | 3.5% |
| 60Δ | 39.36 | 40.9% | 4.0% | 41.73 | 42.0% | 2.9% |
| 65Δ | 42.31 | 40.7% | 2.3% | |||
| 70Δ | 42.89 | 39.5% | 1.7% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations