Share price$45.54
1D+0.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:01:52.043Z
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 · 2026-10-22T16:01:24.673125965Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.93 | 105.9% | 22.7% | |||
| 25Δ | 39.32 | 97.2% | 18.3% | |||
| 30Δ | 41.12 | 94.9% | 15.8% | |||
| 35Δ | 42.68 | 95.1% | 13.9% | |||
| 40Δ | 49.38 | 76.6% | 14.0% | 44.24 | 95.3% | 12.0% |
| 45Δ | 48.11 | 78.7% | 12.5% | 45.79 | 94.9% | 10.3% |
| 50Δ | 46.83 | 80.8% | 11.0% | 47.35 | 94.1% | 8.9% |
| 55Δ | 45.56 | 82.9% | 9.6% | 48.90 | 93.3% | 7.5% |
| 60Δ | 44.18 | 84.8% | 8.2% | 50.45 | 91.8% | 6.1% |
| 65Δ | 42.72 | 86.5% | 7.0% | 51.95 | 88.8% | 5.0% |
| 70Δ | 41.26 | 88.2% | 5.8% | 53.46 | 85.9% | 3.9% |
| 75Δ | 39.82 | 88.7% | 4.6% | 54.97 | 82.9% | 2.7% |
| 80Δ | 38.53 | 82.6% | 3.6% | 58.79 | 91.1% | 2.1% |
No recorded observations