Share price$57.07
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:10:33.373Z
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 · 2026-10-22T22:30:00.001252506Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 61.53 | 35.1% | 9.2% | |||
| 30Δ | 60.07 | 29.8% | 6.8% | 54.96 | 30.4% | 5.4% |
| 35Δ | 59.12 | 26.5% | 5.3% | 55.73 | 27.6% | 4.2% |
| 40Δ | 58.44 | 24.2% | 4.3% | 56.36 | 25.1% | 3.3% |
| 45Δ | 57.86 | 22.1% | 3.4% | 56.92 | 22.7% | 2.5% |
| 50Δ | 57.41 | 20.7% | 2.8% | 57.34 | 21.3% | 2.0% |
| 55Δ | 56.97 | 19.3% | 2.3% | 57.73 | 20.1% | 1.6% |
| 60Δ | 56.55 | 19.3% | 2.0% | 58.13 | 19.2% | 1.2% |
| 65Δ | 56.14 | 19.4% | 1.6% | 58.57 | 19.3% | 0.9% |
| 70Δ | 55.67 | 19.7% | 1.4% | |||
| 75Δ | 55.17 | 20.2% | 1.2% | |||
| 80Δ | 54.52 | 21.0% | 1.0% | |||
No recorded observations