Share price$43.95
1D-1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:00:42.169Z
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 · 2026-10-23T00:00:00.174534673Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.93 | 48.5% | 15.0% | |||
| 25Δ | 47.84 | 39.5% | 10.4% | |||
| 30Δ | 46.70 | 35.1% | 8.0% | 42.02 | 36.4% | 6.4% |
| 35Δ | 45.84 | 31.6% | 6.3% | 42.71 | 33.0% | 5.1% |
| 40Δ | 45.20 | 29.0% | 5.0% | 43.28 | 30.3% | 4.1% |
| 45Δ | 44.68 | 27.1% | 4.1% | 43.76 | 27.9% | 3.2% |
| 50Δ | 44.23 | 25.7% | 3.4% | 44.28 | 28.8% | 2.7% |
| 55Δ | 43.80 | 25.0% | 2.8% | 44.83 | 32.9% | 2.6% |
| 60Δ | 43.40 | 25.1% | 2.4% | 45.23 | 32.0% | 2.2% |
| 65Δ | 43.00 | 25.3% | 2.0% | 45.56 | 28.9% | 1.6% |
| 70Δ | 42.55 | 25.5% | 1.7% | 45.89 | 25.8% | 1.1% |
| 75Δ | 42.09 | 25.7% | 1.4% | 46.97 | 29.3% | 0.8% |
| 80Δ | 48.46 | 36.3% | 0.7% | |||
No recorded observations