Share price$44.13
1D+0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:38:07.674Z
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 · 2026-10-23T16:22:09.727350448Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.08 | 48.7% | 14.9% | |||
| 25Δ | 47.95 | 39.2% | 10.2% | |||
| 30Δ | 46.82 | 34.7% | 7.8% | 42.18 | 36.7% | 6.5% |
| 35Δ | 45.96 | 31.1% | 6.1% | 42.91 | 33.3% | 5.1% |
| 40Δ | 45.37 | 28.9% | 5.0% | 43.46 | 30.4% | 4.0% |
| 45Δ | 44.84 | 27.1% | 4.1% | 43.99 | 27.5% | 3.0% |
| 50Δ | 44.41 | 26.0% | 3.4% | 44.39 | 26.8% | 2.6% |
| 55Δ | 43.98 | 25.0% | 2.8% | 44.79 | 26.2% | 2.1% |
| 60Δ | 43.57 | 25.4% | 2.4% | 45.21 | 26.1% | 1.7% |
| 65Δ | 43.16 | 25.8% | 2.1% | 45.68 | 26.5% | 1.4% |
| 70Δ | 42.72 | 25.9% | 1.7% | 46.17 | 26.9% | 1.1% |
| 75Δ | 42.26 | 25.9% | 1.4% | 46.73 | 27.2% | 0.8% |
| 80Δ | 47.43 | 28.0% | 0.5% | |||
No recorded observations