Share price$52.98
1D+1.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:52:06.356Z
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 · 2026-10-22T18:50:45.176043634Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 69.92 | 91.1% | 34.6% | 41.70 | 128.3% | 26.1% |
| 25Δ | 66.48 | 88.3% | 28.8% | 45.39 | 105.2% | 19.5% |
| 30Δ | 63.04 | 85.5% | 23.1% | 47.66 | 93.3% | 15.7% |
| 35Δ | 59.75 | 82.0% | 17.6% | 49.93 | 81.4% | 11.9% |
| 40Δ | 57.55 | 73.1% | 13.8% | 51.42 | 79.5% | 10.3% |
| 45Δ | 55.36 | 64.3% | 10.0% | 52.89 | 77.8% | 8.8% |
| 50Δ | 53.98 | 63.6% | 8.5% | 54.36 | 76.2% | 7.3% |
| 55Δ | 52.75 | 64.4% | 7.4% | 55.90 | 75.5% | 6.1% |
| 60Δ | 51.53 | 65.3% | 6.3% | 57.50 | 75.5% | 5.2% |
| 65Δ | 50.31 | 66.1% | 5.2% | 59.09 | 75.5% | 4.2% |
| 70Δ | 48.73 | 69.0% | 4.4% | 60.88 | 75.5% | 3.3% |
| 75Δ | 47.04 | 72.5% | 3.7% | 62.93 | 75.3% | 2.5% |
| 80Δ | 45.34 | 76.0% | 2.9% | 64.97 | 75.2% | 1.8% |
No recorded observations