Share price$44.41
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:28:37.524Z
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 · 2026-10-22T20:00:00.073613345Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.57 | 49.8% | 15.4% | 39.37 | 57.7% | 13.3% |
| 25Δ | 49.38 | 48.7% | 13.1% | 41.06 | 47.8% | 9.7% |
| 30Δ | 47.60 | 40.0% | 9.2% | 42.19 | 41.5% | 7.4% |
| 35Δ | 46.54 | 34.9% | 7.0% | 43.04 | 37.1% | 5.7% |
| 40Δ | 45.78 | 31.4% | 5.5% | 43.67 | 33.8% | 4.5% |
| 45Δ | 45.18 | 28.5% | 4.3% | 44.22 | 31.3% | 3.6% |
| 50Δ | 44.73 | 26.1% | 3.5% | 44.68 | 29.7% | 2.9% |
| 55Δ | 44.34 | 24.0% | 2.8% | 45.13 | 28.3% | 2.3% |
| 60Δ | 43.96 | 22.0% | 2.2% | 45.54 | 27.3% | 1.8% |
| 65Δ | 43.66 | 20.9% | 1.8% | 45.96 | 26.2% | 1.4% |
| 70Δ | 43.36 | 19.8% | 1.5% | 46.78 | 30.3% | 1.2% |
| 75Δ | 43.06 | 18.6% | 1.1% | 47.43 | 30.9% | 0.9% |
| 80Δ | 42.43 | 20.8% | 1.0% | 48.01 | 30.1% | 0.6% |
No recorded observations