Share price$42.15
1D-0.5%
Sold putSold call
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Market dataready · fetched 2026-10-22T14:50:02.183Z
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 · 2026-10-22T14:49:56.458643234Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:50:00.053504+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.54 | 59.5% | 19.3% | |||
| 25Δ | 46.32 | 43.4% | 11.6% | 39.50 | 38.7% | 8.0% |
| 30Δ | 43.26 | 13.9% | 3.4% | 40.37 | 33.9% | 6.1% |
| 35Δ | 42.85 | 13.9% | 2.7% | 41.08 | 29.4% | 4.6% |
| 40Δ | 42.64 | 17.2% | 2.8% | 41.56 | 26.0% | 3.6% |
| 45Δ | 42.42 | 20.5% | 2.9% | 42.02 | 22.8% | 2.6% |
| 50Δ | 42.21 | 23.8% | 2.9% | 42.29 | 21.1% | 2.1% |
| 55Δ | 42.00 | 27.1% | 3.0% | 42.56 | 19.4% | 1.6% |
| 60Δ | 41.71 | 24.8% | 2.5% | 42.83 | 17.7% | 1.1% |
| 65Δ | 41.43 | 22.6% | 2.0% | 43.34 | 20.2% | 1.0% |
| 70Δ | 41.14 | 20.3% | 1.5% | 44.14 | 26.9% | 1.1% |
| 75Δ | 40.70 | 20.4% | 1.2% | 44.57 | 25.6% | 0.8% |
| 80Δ | 40.11 | 22.9% | 1.0% | 45.00 | 24.2% | 0.5% |
No recorded observations