Share price$45.62
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:56:19.475Z
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 · 2026-10-22T22:30:00.001648956Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.54 | 23.6% | 7.1% | 42.79 | 29.6% | 7.2% |
| 25Δ | 47.96 | 23.5% | 6.1% | 43.40 | 29.4% | 6.2% |
| 30Δ | 47.52 | 23.7% | 5.4% | 44.01 | 28.6% | 5.1% |
| 35Δ | 47.08 | 23.9% | 4.7% | 44.48 | 29.2% | 4.6% |
| 40Δ | 46.66 | 23.7% | 4.1% | 44.95 | 29.9% | 4.0% |
| 45Δ | 46.26 | 23.3% | 3.6% | 45.44 | 30.1% | 3.5% |
| 50Δ | 45.86 | 23.2% | 3.0% | 45.93 | 30.2% | 2.9% |
| 55Δ | 45.47 | 23.4% | 2.7% | 46.50 | 31.8% | 2.6% |
| 60Δ | 45.09 | 23.7% | 2.3% | 47.09 | 33.5% | 2.2% |
| 65Δ | 44.72 | 23.2% | 1.9% | 47.71 | 33.9% | 1.8% |
| 70Δ | 44.35 | 22.6% | 1.6% | 48.30 | 33.5% | 1.4% |
| 75Δ | 43.98 | 21.9% | 1.3% | 48.86 | 32.2% | 1.0% |
| 80Δ | 43.60 | 20.9% | 1.0% | 50.50 | 38.1% | 0.8% |
No recorded observations