Share price$40.99
1D+0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:47:57.484Z
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 · 2026-10-23T15:45:14.688901394Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 38.46 | 37.3% | 7.8% | |||
| 30Δ | 39.31 | 31.6% | 5.8% | |||
| 35Δ | 40.08 | 26.9% | 4.1% | |||
| 40Δ | 40.51 | 27.0% | 3.7% | |||
| 45Δ | 40.94 | 27.0% | 3.3% | |||
| 50Δ | 41.37 | 27.0% | 2.9% | |||
| 55Δ | 41.80 | 27.1% | 2.5% | |||
| 60Δ | 42.23 | 27.1% | 2.1% | |||
| 65Δ | 42.66 | 27.1% | 1.7% | |||
| 70Δ | 43.09 | 27.2% | 1.3% | |||
| 75Δ | 43.52 | 27.2% | 0.9% | |||
| 80Δ | 43.95 | 27.3% | 0.5% | |||
No recorded observations