Share price$43.26
1D-1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:35:09.032Z
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 · 2026-10-22T18:35:03.019912417Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.36 | 122.5% | 25.2% | |||
| 25Δ | 54.91 | 102.0% | 30.7% | 36.54 | 115.4% | 21.2% |
| 30Δ | 52.81 | 102.7% | 26.9% | 38.58 | 107.5% | 17.6% |
| 35Δ | 50.71 | 103.3% | 23.2% | 40.50 | 102.8% | 14.6% |
| 40Δ | 48.90 | 105.6% | 20.4% | 42.16 | 105.3% | 13.0% |
| 45Δ | 47.24 | 108.7% | 18.2% | 43.82 | 107.8% | 11.5% |
| 50Δ | 45.59 | 111.7% | 15.9% | 45.48 | 108.8% | 10.0% |
| 55Δ | 43.87 | 113.0% | 13.7% | 47.10 | 106.0% | 8.4% |
| 60Δ | 42.12 | 113.3% | 11.6% | 48.73 | 103.2% | 6.9% |
| 65Δ | 40.37 | 113.6% | 9.5% | 50.45 | 100.8% | 5.4% |
| 70Δ | 38.58 | 113.1% | 7.7% | 52.48 | 99.9% | 4.4% |
| 75Δ | 36.78 | 112.4% | 6.0% | 54.51 | 98.9% | 3.3% |
| 80Δ | 34.97 | 111.8% | 4.4% | |||
No recorded observations