Share price$59.00
1D-3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:21:26.792Z
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 · 2026-10-22T20:54:22.208643853Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 68.92 | 58.8% | 18.6% | 50.38 | 78.3% | 17.4% |
| 25Δ | 68.11 | 65.1% | 18.0% | 53.50 | 61.0% | 12.1% |
| 30Δ | 65.67 | 60.3% | 14.3% | 54.73 | 64.7% | 11.1% |
| 35Δ | 63.57 | 54.5% | 11.1% | 56.43 | 54.7% | 8.3% |
| 40Δ | 62.15 | 52.8% | 9.2% | 57.63 | 52.2% | 6.9% |
| 45Δ | 60.54 | 44.1% | 6.6% | 58.72 | 49.9% | 5.7% |
| 50Δ | 59.73 | 49.0% | 6.3% | 59.80 | 50.6% | 4.9% |
| 55Δ | 58.72 | 53.9% | 6.0% | 61.09 | 55.7% | 4.6% |
| 60Δ | 57.54 | 58.3% | 5.5% | 61.86 | 49.1% | 3.3% |
| 65Δ | 56.26 | 59.5% | 4.6% | 62.89 | 47.6% | 2.6% |
| 70Δ | 54.83 | 62.2% | 4.0% | 63.78 | 45.2% | 1.9% |
| 75Δ | 53.60 | 59.3% | 3.0% | 65.24 | 46.7% | 1.5% |
| 80Δ | 51.97 | 61.0% | 2.4% | 66.09 | 43.3% | 0.9% |
No recorded observations