Share price$52.19
1D-0.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T09:24:23.272Z
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 · 2026-10-22T00:00:00.145747858Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:24:20.515649+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 47.91 | 39.9% | 9.5% | |||
| 25Δ | 55.93 | 31.9% | 8.5% | 49.44 | 32.0% | 6.7% |
| 30Δ | 54.63 | 26.0% | 6.0% | 50.44 | 26.9% | 4.9% |
| 35Δ | 53.85 | 22.8% | 4.6% | 51.14 | 23.4% | 3.6% |
| 40Δ | 53.28 | 20.3% | 3.7% | 51.64 | 20.9% | 2.8% |
| 45Δ | 52.83 | 18.4% | 2.9% | 52.08 | 18.7% | 2.1% |
| 50Δ | 52.50 | 17.1% | 2.5% | 52.37 | 17.2% | 1.6% |
| 55Δ | 52.17 | 15.9% | 2.0% | 52.66 | 15.7% | 1.2% |
| 60Δ | 51.86 | 15.1% | 1.6% | 52.95 | 14.2% | 0.8% |
| 65Δ | 51.57 | 14.9% | 1.4% | 53.21 | 13.7% | 0.6% |
| 70Δ | 51.28 | 14.6% | 1.2% | 53.48 | 13.4% | 0.4% |
| 75Δ | 50.98 | 14.4% | 0.9% | 53.74 | 13.1% | 0.2% |
| 80Δ | 50.50 | 15.1% | 0.8% | 54.01 | 12.9% | 0.1% |
No recorded observations