Share price$44.07
1D-11.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:55:29.775Z
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 · 2026-10-22T20:10:00.001215417Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.08 | 62.4% | 20.0% | 38.90 | 58.7% | 13.8% |
| 25Δ | 51.08 | 66.7% | 18.6% | 40.09 | 58.5% | 11.7% |
| 30Δ | 50.08 | 70.9% | 17.1% | 41.06 | 58.5% | 10.3% |
| 35Δ | 47.83 | 59.0% | 12.1% | 42.03 | 58.6% | 8.9% |
| 40Δ | 46.66 | 56.4% | 10.1% | 42.98 | 58.9% | 7.8% |
| 45Δ | 45.69 | 55.6% | 8.6% | 43.91 | 59.3% | 6.8% |
| 50Δ | 44.73 | 56.3% | 7.3% | 44.84 | 59.8% | 5.8% |
| 55Δ | 43.79 | 60.6% | 6.7% | 45.69 | 57.8% | 4.8% |
| 60Δ | 42.86 | 64.9% | 6.1% | 46.52 | 55.4% | 3.9% |
| 65Δ | 41.83 | 66.7% | 5.3% | 47.34 | 53.0% | 2.9% |
| 70Δ | 40.73 | 67.1% | 4.3% | 49.82 | 64.7% | 2.7% |
| 75Δ | 39.70 | 65.8% | 3.4% | 52.32 | 76.6% | 2.5% |
| 80Δ | 38.80 | 61.4% | 2.6% | 51.72 | 57.5% | 1.3% |
No recorded observations