Share price$52.44
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T07:16:38.739Z
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 · 2026-10-21T23:00:00.001961323Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.12 | 70.9% | 24.3% | 46.65 | 52.6% | 12.9% |
| 25Δ | 61.84 | 65.3% | 20.3% | 47.90 | 51.7% | 11.1% |
| 30Δ | 59.55 | 59.8% | 16.4% | 49.15 | 50.9% | 9.3% |
| 35Δ | 57.26 | 54.3% | 12.4% | 50.33 | 50.8% | 7.8% |
| 40Δ | 54.99 | 48.8% | 8.5% | 51.37 | 52.6% | 7.0% |
| 45Δ | 54.03 | 49.8% | 7.6% | 52.41 | 54.3% | 6.3% |
| 50Δ | 53.07 | 50.7% | 6.8% | 53.45 | 56.0% | 5.5% |
| 55Δ | 52.11 | 51.6% | 5.9% | 54.49 | 57.7% | 4.7% |
| 60Δ | 51.15 | 52.5% | 5.1% | 55.53 | 57.5% | 4.0% |
| 65Δ | 50.18 | 53.4% | 4.2% | 56.57 | 55.3% | 3.3% |
| 70Δ | 48.97 | 54.2% | 3.5% | 57.61 | 53.2% | 2.6% |
| 75Δ | 47.69 | 55.0% | 2.9% | 58.64 | 51.1% | 1.9% |
| 80Δ | 46.41 | 55.8% | 2.2% | 59.68 | 49.0% | 1.2% |
No recorded observations