Share price$53.22
1D+2.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:56:32.738Z
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 · 2026-10-23T17:56:16.332812521Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 73.39 | 93.2% | 40.0% | 47.83 | 51.3% | 11.9% |
| 25Δ | 65.03 | 67.6% | 24.3% | 48.84 | 53.2% | 10.7% |
| 30Δ | 57.41 | 44.7% | 10.1% | 49.85 | 55.2% | 9.5% |
| 35Δ | 56.52 | 45.2% | 9.1% | 50.91 | 52.7% | 8.1% |
| 40Δ | 55.63 | 45.7% | 8.2% | 51.98 | 49.5% | 6.5% |
| 45Δ | 54.74 | 46.2% | 7.2% | 52.99 | 48.0% | 5.5% |
| 50Δ | 53.85 | 46.7% | 6.2% | 53.94 | 48.1% | 4.8% |
| 55Δ | 52.97 | 47.2% | 5.2% | 54.90 | 48.1% | 4.1% |
| 60Δ | 52.07 | 47.4% | 4.4% | 55.85 | 48.2% | 3.4% |
| 65Δ | 51.16 | 47.3% | 3.7% | 56.80 | 48.3% | 2.7% |
| 70Δ | 50.26 | 47.2% | 3.0% | 57.78 | 48.1% | 2.1% |
| 75Δ | 49.09 | 48.8% | 2.4% | 58.86 | 47.1% | 1.5% |
| 80Δ | 47.82 | 51.1% | 2.0% | 59.93 | 46.1% | 1.0% |
No recorded observations