Share price$40.24
1D-1.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T09:05:48.865Z
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 · 2026-10-22T00:00:00.077136673Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:00:22.193646+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.88 | 78.0% | 26.2% | |||
| 25Δ | 45.89 | 59.2% | 16.4% | |||
| 30Δ | 44.00 | 50.7% | 11.9% | |||
| 35Δ | 42.88 | 46.5% | 9.5% | 38.81 | 42.5% | 6.6% |
| 40Δ | 41.94 | 42.3% | 7.4% | 39.47 | 39.1% | 5.3% |
| 45Δ | 41.23 | 39.4% | 6.0% | 40.07 | 36.3% | 4.1% |
| 50Δ | 40.62 | 37.0% | 4.9% | 40.53 | 34.4% | 3.4% |
| 55Δ | 40.07 | 35.0% | 3.9% | 41.00 | 32.6% | 2.6% |
| 60Δ | 39.56 | 34.6% | 3.3% | 41.52 | 33.1% | 2.2% |
| 65Δ | 39.06 | 34.4% | 2.7% | 42.06 | 33.6% | 1.8% |
| 70Δ | 38.56 | 33.8% | 2.2% | 42.70 | 34.5% | 1.4% |
| 75Δ | 38.05 | 33.2% | 1.8% | 43.35 | 34.8% | 1.1% |
| 80Δ | 44.02 | 34.6% | 0.7% | |||
No recorded observations