Share price$58.40
1D-0.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T06:27:34.005Z
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 · 2026-10-22T00:00:00.107293536Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T06:27:32.272556+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.65 | 38.3% | 11.9% | 53.93 | 37.0% | 8.9% |
| 25Δ | 62.23 | 29.2% | 7.7% | 55.50 | 30.1% | 6.3% |
| 30Δ | 60.91 | 24.1% | 5.6% | 56.53 | 25.7% | 4.6% |
| 35Δ | 60.14 | 21.5% | 4.4% | 57.26 | 22.7% | 3.5% |
| 40Δ | 59.59 | 19.7% | 3.6% | 57.83 | 20.5% | 2.7% |
| 45Δ | 59.09 | 18.0% | 2.9% | 58.26 | 18.8% | 2.1% |
| 50Δ | 58.73 | 16.8% | 2.4% | 58.63 | 17.2% | 1.6% |
| 55Δ | 58.40 | 15.6% | 2.0% | 59.01 | 15.7% | 1.1% |
| 60Δ | 58.07 | 14.4% | 1.6% | 59.31 | 15.3% | 0.9% |
| 65Δ | 57.68 | 14.8% | 1.4% | 59.61 | 14.9% | 0.7% |
| 70Δ | 57.27 | 15.7% | 1.2% | 59.91 | 14.5% | 0.5% |
| 75Δ | 56.83 | 16.3% | 1.0% | 60.45 | 15.6% | 0.3% |
| 80Δ | 56.34 | 16.6% | 0.8% | 61.16 | 17.5% | 0.2% |
No recorded observations