Share price$44.19
1D+0.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T04:28:45.912Z
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 · 2026-10-24T00:00:00.074153917Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:28:46.358327+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.14 | 49.0% | 14.9% | |||
| 25Δ | 47.98 | 39.3% | 10.1% | |||
| 30Δ | 46.85 | 34.8% | 7.8% | 42.22 | 37.2% | 6.5% |
| 35Δ | 46.00 | 31.1% | 6.0% | 42.96 | 33.8% | 5.1% |
| 40Δ | 45.43 | 29.1% | 5.0% | 43.51 | 30.8% | 4.1% |
| 45Δ | 44.90 | 27.4% | 4.1% | 44.04 | 28.1% | 3.1% |
| 50Δ | 44.47 | 26.2% | 3.4% | 44.43 | 27.0% | 2.6% |
| 55Δ | 44.05 | 24.9% | 2.7% | 44.82 | 26.0% | 2.0% |
| 60Δ | 43.65 | 25.1% | 2.3% | 45.25 | 25.9% | 1.6% |
| 65Δ | 43.25 | 25.4% | 2.0% | 45.71 | 26.6% | 1.3% |
| 70Δ | 42.34 | 34.7% | 2.1% | 46.21 | 27.2% | 1.1% |
| 75Δ | 46.77 | 27.5% | 0.8% | |||
| 80Δ | 47.47 | 28.4% | 0.5% | |||
No recorded observations