Share price$54.53
1D-2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:58:00.148Z
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 · 2026-10-22T23:00:00.00196026Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 76.81 | 104.9% | 43.3% | 50.59 | 33.4% | 8.4% |
| 25Δ | 73.06 | 91.9% | 36.5% | 51.31 | 33.2% | 7.5% |
| 30Δ | 69.30 | 79.0% | 29.7% | 52.03 | 33.1% | 6.7% |
| 35Δ | 65.55 | 66.0% | 23.0% | 52.76 | 33.0% | 5.8% |
| 40Δ | 61.80 | 53.1% | 16.2% | 53.48 | 32.8% | 4.9% |
| 45Δ | 58.04 | 40.1% | 9.4% | 54.20 | 32.7% | 4.1% |
| 50Δ | 54.85 | 29.9% | 3.9% | 54.92 | 32.5% | 3.2% |
| 55Δ | 54.07 | 31.4% | 3.5% | 55.72 | 32.8% | 2.7% |
| 60Δ | 53.28 | 32.8% | 3.1% | 56.53 | 33.2% | 2.3% |
| 65Δ | 52.50 | 34.3% | 2.7% | 57.34 | 33.5% | 1.9% |
| 70Δ | 51.71 | 35.7% | 2.3% | 58.14 | 33.9% | 1.5% |
| 75Δ | 50.92 | 37.2% | 2.0% | 58.95 | 34.3% | 1.1% |
| 80Δ | 50.14 | 38.7% | 1.6% | 59.76 | 34.6% | 0.7% |
No recorded observations