Share price$44.00
1D+0.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-21T01:04:47.628Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday expirations. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-20T20:53:45.928571028Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-21T01:04:47.194638+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 59.33 | 96.9% | 37.6% | 36.13 | 85.1% | 20.7% |
| 25Δ | 57.78 | 92.2% | 34.7% | 37.42 | 78.4% | 18.2% |
| 30Δ | 56.23 | 87.6% | 31.8% | 38.70 | 71.6% | 15.6% |
| 35Δ | 54.69 | 82.9% | 28.9% | 39.99 | 64.9% | 13.1% |
| 40Δ | 53.14 | 78.2% | 26.0% | 41.27 | 58.2% | 10.6% |
| 45Δ | 51.59 | 73.6% | 23.1% | 42.55 | 51.5% | 8.1% |
| 50Δ | 50.05 | 68.9% | 20.2% | 43.84 | 44.7% | 5.6% |
| 55Δ | 48.50 | 64.2% | 17.3% | 45.07 | 38.6% | 3.3% |
| 60Δ | 46.95 | 59.6% | 14.4% | 45.83 | 38.1% | 2.8% |
| 65Δ | 45.41 | 54.9% | 11.5% | 46.58 | 37.6% | 2.3% |
| 70Δ | 43.86 | 50.2% | 8.6% | 47.34 | 37.1% | 1.9% |
| 75Δ | 42.31 | 45.6% | 5.7% | 48.09 | 36.6% | 1.4% |
| 80Δ | 40.77 | 40.9% | 2.9% | 48.85 | 36.1% | 0.9% |
No recorded observations