Share price$56.60
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:28:48.037Z
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 · 2026-10-22T22:30:00.003575332Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.74 | 52.1% | 12.1% | |||
| 25Δ | 62.00 | 42.4% | 11.2% | 52.86 | 41.4% | 8.5% |
| 30Δ | 59.91 | 33.1% | 7.5% | 54.22 | 34.5% | 6.1% |
| 35Δ | 58.78 | 28.3% | 5.6% | 55.14 | 30.4% | 4.7% |
| 40Δ | 57.94 | 24.3% | 4.2% | 55.86 | 27.1% | 3.6% |
| 45Δ | 57.40 | 22.0% | 3.4% | 56.40 | 24.7% | 2.8% |
| 50Δ | 56.91 | 20.0% | 2.7% | 56.90 | 22.4% | 2.1% |
| 55Δ | 56.57 | 18.4% | 2.3% | 57.34 | 21.7% | 1.7% |
| 60Δ | 56.23 | 16.9% | 1.8% | 57.76 | 21.3% | 1.3% |
| 65Δ | 55.93 | 15.4% | 1.4% | 58.18 | 20.9% | 1.0% |
| 70Δ | 55.72 | 14.2% | 1.2% | 58.63 | 20.4% | 0.8% |
| 75Δ | 55.51 | 13.0% | 1.0% | |||
| 80Δ | 55.30 | 11.8% | 0.8% | |||
No recorded observations