Share price$52.76
1D-1.6%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T22:06:34.025Z
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 · 2026-10-22T20:10:00.00160931Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 61.04 | 54.9% | 17.3% | |||
| 25Δ | 58.75 | 49.5% | 13.3% | 48.50 | 51.4% | 10.4% |
| 30Δ | 57.12 | 45.7% | 10.6% | 49.68 | 49.2% | 8.7% |
| 35Δ | 56.09 | 45.8% | 9.2% | 50.67 | 48.8% | 7.5% |
| 40Δ | 55.16 | 46.1% | 8.0% | 51.60 | 48.2% | 6.4% |
| 45Δ | 54.26 | 46.3% | 7.0% | 52.51 | 47.6% | 5.4% |
| 50Δ | 53.39 | 47.3% | 6.1% | 53.38 | 46.9% | 4.6% |
| 55Δ | 52.51 | 48.5% | 5.4% | 54.26 | 46.1% | 3.8% |
| 60Δ | 51.58 | 49.6% | 4.6% | 55.15 | 45.9% | 3.1% |
| 65Δ | 50.61 | 50.3% | 3.9% | 55.96 | 44.2% | 2.4% |
| 70Δ | 49.56 | 51.4% | 3.3% | 56.90 | 43.8% | 1.9% |
| 75Δ | 48.36 | 53.3% | 2.7% | 58.06 | 44.5% | 1.4% |
| 80Δ | 59.31 | 44.6% | 1.0% | |||
No recorded observations