Share price$53.00
1D+1.0%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T17:48:52.719Z
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 · 2026-10-22T17:42:02.795902046Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.72 | 128.3% | 26.1% | |||
| 25Δ | 45.40 | 105.2% | 19.5% | |||
| 30Δ | 47.68 | 93.3% | 15.7% | |||
| 35Δ | 59.76 | 81.9% | 17.5% | 49.95 | 81.5% | 11.9% |
| 40Δ | 57.57 | 73.1% | 13.8% | 51.44 | 79.6% | 10.4% |
| 45Δ | 55.38 | 64.2% | 10.0% | 52.91 | 78.0% | 8.8% |
| 50Δ | 53.99 | 63.4% | 8.4% | 54.38 | 76.3% | 7.3% |
| 55Δ | 52.77 | 64.2% | 7.4% | |||
| 60Δ | 51.55 | 65.0% | 6.3% | |||
| 65Δ | 50.33 | 65.9% | 5.2% | |||
| 70Δ | 48.70 | 69.7% | 4.4% | |||
| 75Δ | 46.90 | 74.7% | 3.7% | |||
| 80Δ | 45.11 | 79.6% | 3.1% | |||
No recorded observations