Share price$53.99
1D+1.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:51:54.372Z
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 · 2026-10-22T16:51:35.60187752Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.48 | 91.2% | 39.8% | 50.64 | 26.5% | 7.2% |
| 25Δ | 70.00 | 74.2% | 31.4% | 51.24 | 26.2% | 6.4% |
| 30Δ | 65.53 | 57.1% | 23.0% | 51.83 | 26.0% | 5.7% |
| 35Δ | 61.05 | 40.1% | 14.6% | 52.42 | 25.7% | 4.9% |
| 40Δ | 56.58 | 23.1% | 6.2% | 53.01 | 25.5% | 4.2% |
| 45Δ | 53.60 | 25.3% | 3.4% | |||
| 50Δ | 54.19 | 25.0% | 2.7% | |||
| 55Δ | 55.06 | 26.1% | 2.0% | |||
| 60Δ | 57.51 | 34.9% | 1.9% | |||
| 65Δ | 59.97 | 43.7% | 1.7% | |||
| 70Δ | 62.42 | 52.5% | 1.6% | |||
| 75Δ | 64.88 | 61.3% | 1.5% | |||
| 80Δ | 67.33 | 70.1% | 1.3% | |||
No recorded observations