Share price$46.60
1D+1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:58:25.974Z
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 · 2026-10-22T22:30:00.002484992Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 53.36 | 48.7% | 16.0% | 41.45 | 51.9% | 12.9% |
| 25Δ | 52.07 | 48.1% | 13.7% | 42.53 | 50.9% | 11.1% |
| 30Δ | 50.77 | 47.5% | 11.4% | 43.61 | 49.9% | 9.4% |
| 35Δ | 49.67 | 47.1% | 9.6% | 44.69 | 48.9% | 7.6% |
| 40Δ | 48.86 | 47.3% | 8.6% | 45.61 | 48.8% | 6.6% |
| 45Δ | 48.04 | 47.4% | 7.6% | 46.46 | 49.1% | 5.8% |
| 50Δ | 47.23 | 47.5% | 6.6% | 47.32 | 49.4% | 5.1% |
| 55Δ | 46.41 | 47.6% | 5.6% | 48.17 | 49.7% | 4.3% |
| 60Δ | 45.60 | 47.7% | 4.6% | 49.03 | 50.0% | 3.5% |
| 65Δ | 49.89 | 50.3% | 2.8% | |||
| 70Δ | 51.85 | 56.9% | 2.4% | |||
| 75Δ | 53.99 | 64.5% | 2.1% | |||
| 80Δ | 59.62 | 85.5% | 1.9% | |||
No recorded observations