Share price$42.53
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T13:30:43.334Z
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 · 2026-10-21T20:00:00.628660463Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 36.02 | 117.2% | 21.2% | |||
| 30Δ | 38.40 | 94.6% | 15.6% | |||
| 35Δ | 49.85 | 102.6% | 23.1% | 40.16 | 77.7% | 11.4% |
| 40Δ | 46.74 | 83.5% | 15.8% | 41.34 | 66.0% | 8.7% |
| 45Δ | 44.60 | 68.5% | 10.7% | 42.22 | 56.7% | 6.6% |
| 50Δ | 43.58 | 59.3% | 8.3% | 43.06 | 47.8% | 4.6% |
| 55Δ | 42.89 | 52.1% | 6.7% | 43.55 | 41.8% | 3.5% |
| 60Δ | 42.20 | 44.8% | 5.1% | 44.07 | 36.4% | 2.4% |
| 65Δ | 41.51 | 37.5% | 3.5% | 45.06 | 38.9% | 2.1% |
| 70Δ | 46.04 | 41.3% | 1.7% | |||
| 75Δ | 47.02 | 43.7% | 1.4% | |||
| 80Δ | 48.01 | 46.2% | 1.0% | |||
No recorded observations