Share price$50.19
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:58:11.537Z
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 · 2026-10-22T17:58:05.207129752Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 56.24 | 42.5% | 13.3% | |||
| 25Δ | 53.89 | 32.4% | 8.7% | |||
| 30Δ | 53.35 | 31.3% | 8.1% | |||
| 35Δ | 52.81 | 30.2% | 7.6% | |||
| 40Δ | 52.27 | 29.0% | 7.0% | |||
| 45Δ | 51.73 | 27.9% | 6.4% | |||
| 50Δ | 51.19 | 26.7% | 5.8% | |||
| 55Δ | 50.65 | 25.6% | 5.3% | |||
| 60Δ | 50.11 | 24.5% | 4.7% | |||
| 65Δ | 49.56 | 23.3% | 4.1% | |||
| 70Δ | 49.02 | 22.2% | 3.5% | |||
| 75Δ | 48.48 | 21.0% | 3.0% | |||
| 80Δ | 47.94 | 19.9% | 2.4% | |||
No recorded observations