Share price$44.34
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T06:28:57.314Z
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 · 2026-10-22T00:00:00.146520704Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.87 | 51.3% | 16.2% | 40.12 | 46.8% | 11.1% |
| 25Δ | 48.15 | 37.9% | 10.1% | 41.62 | 37.5% | 7.8% |
| 30Δ | 46.82 | 31.0% | 7.2% | 42.58 | 31.7% | 5.8% |
| 35Δ | 45.96 | 26.5% | 5.3% | 43.26 | 27.8% | 4.4% |
| 40Δ | 45.43 | 23.9% | 4.3% | 43.79 | 24.8% | 3.3% |
| 45Δ | 44.94 | 21.6% | 3.4% | 44.19 | 22.7% | 2.6% |
| 50Δ | 44.62 | 20.3% | 2.8% | 44.51 | 21.2% | 2.1% |
| 55Δ | 44.29 | 19.1% | 2.3% | 44.83 | 19.6% | 1.6% |
| 60Δ | 43.97 | 17.9% | 1.8% | 45.11 | 18.3% | 1.2% |
| 65Δ | 43.73 | 17.0% | 1.5% | 45.34 | 17.3% | 0.9% |
| 70Δ | 43.49 | 16.2% | 1.3% | 45.58 | 16.2% | 0.6% |
| 75Δ | 43.25 | 15.3% | 1.0% | 45.81 | 15.2% | 0.4% |
| 80Δ | 43.01 | 14.5% | 0.8% | 46.17 | 15.1% | 0.1% |
No recorded observations