Share price$51.34
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T07:18:19.737Z
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 · 2026-10-22T00:00:00.14552528Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 61.27 | 65.1% | 21.2% | 45.60 | 56.2% | 13.1% |
| 25Δ | 57.01 | 47.8% | 12.9% | 47.64 | 44.9% | 9.2% |
| 30Δ | 55.19 | 39.4% | 9.5% | 49.08 | 36.0% | 6.5% |
| 35Δ | 53.88 | 33.4% | 7.0% | 49.99 | 31.1% | 4.8% |
| 40Δ | 52.64 | 24.9% | 4.4% | 50.62 | 28.1% | 3.8% |
| 45Δ | 51.86 | 17.7% | 2.7% | 51.17 | 25.5% | 2.9% |
| 50Δ | 51.52 | 19.7% | 2.6% | 51.59 | 23.4% | 2.3% |
| 55Δ | 51.18 | 21.7% | 2.5% | 52.01 | 21.3% | 1.6% |
| 60Δ | 50.82 | 22.3% | 2.3% | 52.32 | 20.2% | 1.3% |
| 65Δ | 50.44 | 21.3% | 1.9% | 52.63 | 19.0% | 1.0% |
| 70Δ | 50.06 | 20.4% | 1.4% | 52.94 | 17.9% | 0.6% |
| 75Δ | 49.55 | 20.9% | 1.2% | 53.27 | 17.0% | 0.4% |
| 80Δ | 49.01 | 21.6% | 1.0% | 53.61 | 16.3% | 0.2% |
No recorded observations