Share price$43.62
1D-0.0%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T14:16:26.541Z
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 · 2026-10-23T14:14:05.24740768Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.16 | 53.4% | 16.5% | 39.36 | 49.1% | 11.4% |
| 25Δ | 47.45 | 39.5% | 10.3% | 40.91 | 39.1% | 7.9% |
| 30Δ | 46.03 | 31.7% | 7.1% | 41.84 | 33.6% | 5.9% |
| 35Δ | 45.29 | 28.3% | 5.6% | 42.51 | 29.6% | 4.6% |
| 40Δ | 44.73 | 25.8% | 4.5% | 43.07 | 26.1% | 3.4% |
| 45Δ | 44.27 | 24.0% | 3.7% | 43.44 | 24.2% | 2.8% |
| 50Δ | 43.86 | 22.8% | 3.0% | 43.80 | 22.2% | 2.1% |
| 55Δ | 43.51 | 22.5% | 2.6% | 44.15 | 21.0% | 1.6% |
| 60Δ | 43.16 | 22.3% | 2.2% | 44.47 | 20.6% | 1.3% |
| 65Δ | 42.74 | 22.6% | 1.8% | 44.78 | 20.3% | 1.0% |
| 70Δ | 42.26 | 23.3% | 1.6% | 45.10 | 19.8% | 0.7% |
| 75Δ | 41.79 | 24.0% | 1.3% | 45.40 | 18.9% | 0.5% |
| 80Δ | 41.31 | 24.8% | 1.1% | 45.70 | 18.0% | 0.3% |
No recorded observations