Share price$55.57
1D-0.8%
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 2026-10-22T13:39:31.264Z
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 · 2026-10-22T13:39:23.464803118Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.18 | 50.6% | 16.9% | 49.55 | 54.0% | 12.6% |
| 25Δ | 64.09 | 59.9% | 17.6% | 50.98 | 51.7% | 10.7% |
| 30Δ | 62.69 | 56.0% | 15.4% | 52.06 | 52.1% | 9.5% |
| 35Δ | 61.28 | 52.2% | 13.3% | 53.15 | 52.6% | 8.4% |
| 40Δ | 59.87 | 48.4% | 11.1% | 54.24 | 53.0% | 7.2% |
| 45Δ | 58.46 | 44.6% | 8.9% | 55.29 | 52.8% | 6.1% |
| 50Δ | 57.06 | 40.8% | 6.8% | 56.23 | 51.2% | 5.2% |
| 55Δ | 55.65 | 37.0% | 4.6% | 57.18 | 49.5% | 4.4% |
| 60Δ | 54.64 | 34.4% | 3.4% | 58.12 | 47.9% | 3.6% |
| 65Δ | 53.97 | 32.8% | 2.9% | 59.07 | 46.3% | 2.7% |
| 70Δ | 53.30 | 31.3% | 2.4% | 60.03 | 44.7% | 1.9% |
| 75Δ | 52.63 | 29.7% | 2.0% | 62.29 | 50.3% | 1.6% |
| 80Δ | 51.97 | 28.1% | 1.5% | 64.55 | 55.8% | 1.3% |
No recorded observations