Share price$59.03
1D-3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:59:42.825Z
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 · 2026-10-22T22:30:04.664812801Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 68.92 | 58.6% | 18.6% | 50.40 | 78.4% | 17.4% |
| 25Δ | 68.12 | 64.9% | 17.9% | 53.53 | 61.1% | 12.1% |
| 30Δ | 65.69 | 60.2% | 14.2% | 54.74 | 64.9% | 11.2% |
| 35Δ | 63.59 | 54.4% | 11.1% | 56.45 | 54.8% | 8.3% |
| 40Δ | 62.17 | 52.6% | 9.2% | 57.65 | 52.3% | 6.9% |
| 45Δ | 60.56 | 43.8% | 6.5% | 58.75 | 50.0% | 5.7% |
| 50Δ | 59.76 | 48.6% | 6.3% | 59.83 | 50.9% | 4.9% |
| 55Δ | 58.75 | 53.4% | 5.9% | 61.12 | 55.7% | 4.6% |
| 60Δ | 57.57 | 58.0% | 5.4% | 61.90 | 49.1% | 3.3% |
| 65Δ | 56.30 | 59.1% | 4.6% | 62.94 | 47.9% | 2.6% |
| 70Δ | 54.87 | 62.0% | 4.0% | 63.84 | 45.4% | 2.0% |
| 75Δ | 53.68 | 58.8% | 3.0% | 65.29 | 46.9% | 1.5% |
| 80Δ | 52.05 | 60.5% | 2.3% | 66.96 | 47.9% | 1.1% |
No recorded observations