Share price$53.66
1D+2.9%
Sold putSold callAH
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 2026-10-22T23:08:36.740Z
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 · 2026-10-22T23:00:00.003430036Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 72.21 | 105.2% | 37.7% | 42.22 | 128.7% | 26.1% |
| 25Δ | 70.52 | 114.7% | 35.7% | 45.82 | 107.0% | 19.8% |
| 30Δ | 64.72 | 98.2% | 25.2% | 48.29 | 94.2% | 15.7% |
| 35Δ | 60.25 | 79.8% | 17.0% | 50.49 | 84.9% | 12.4% |
| 40Δ | 58.22 | 72.7% | 13.6% | 52.08 | 83.6% | 10.8% |
| 45Δ | 56.33 | 66.2% | 10.6% | 53.67 | 82.3% | 9.2% |
| 50Δ | 54.63 | 62.1% | 8.2% | 55.26 | 81.1% | 7.7% |
| 55Δ | 53.39 | 63.4% | 7.2% | 56.88 | 80.5% | 6.5% |
| 60Δ | 52.14 | 64.8% | 6.2% | 58.51 | 79.8% | 5.4% |
| 65Δ | 50.90 | 66.1% | 5.2% | 60.17 | 79.3% | 4.3% |
| 70Δ | 49.57 | 67.2% | 4.3% | 62.37 | 80.3% | 3.5% |
| 75Δ | 48.02 | 67.7% | 3.5% | 64.56 | 81.3% | 2.7% |
| 80Δ | 46.47 | 68.1% | 2.7% | 67.71 | 83.7% | 2.0% |
No recorded observations