Share price$59.38
1D+2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:48:57.953Z
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 · 2026-10-22T20:00:02.874537598Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 47.78 | 113.9% | 23.7% | |||
| 25Δ | 78.20 | 114.9% | 35.8% | 51.72 | 88.8% | 17.0% |
| 30Δ | 69.88 | 87.2% | 21.8% | 54.78 | 69.6% | 11.9% |
| 35Δ | 65.59 | 69.4% | 14.6% | 56.16 | 61.6% | 9.7% |
| 40Δ | 64.27 | 63.4% | 12.6% | 57.41 | 54.4% | 7.8% |
| 45Δ | 63.41 | 59.2% | 11.5% | 58.66 | 47.3% | 5.9% |
| 50Δ | 62.56 | 55.1% | 10.4% | 59.91 | 40.1% | 3.9% |
| 55Δ | 61.71 | 50.9% | 9.3% | 60.98 | 40.4% | 3.3% |
| 60Δ | 60.86 | 46.7% | 8.1% | 62.03 | 41.3% | 2.9% |
| 65Δ | 60.01 | 42.6% | 7.0% | 63.09 | 42.2% | 2.4% |
| 70Δ | 59.16 | 38.4% | 5.9% | 64.15 | 43.1% | 1.9% |
| 75Δ | 58.30 | 34.3% | 4.8% | 65.58 | 45.4% | 1.4% |
| 80Δ | 57.45 | 30.1% | 3.6% | 68.61 | 53.3% | 1.2% |
No recorded observations