Share price$53.48
1D-1.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:41:13.109Z
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 · 2026-10-22T14:41:11.135205813Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 61.77 | 54.0% | 17.1% | 47.90 | 52.3% | 12.2% |
| 25Δ | 58.40 | 40.6% | 10.8% | 49.91 | 41.6% | 8.5% |
| 30Δ | 56.69 | 33.5% | 7.7% | 51.14 | 35.9% | 6.4% |
| 35Δ | 55.62 | 29.1% | 5.9% | 52.03 | 32.2% | 5.0% |
| 40Δ | 54.85 | 25.9% | 4.6% | 52.62 | 30.6% | 4.2% |
| 45Δ | 54.27 | 23.2% | 3.6% | 53.21 | 29.0% | 3.4% |
| 50Δ | 53.76 | 21.8% | 3.0% | 53.80 | 27.5% | 2.6% |
| 55Δ | 53.30 | 21.4% | 2.7% | 54.33 | 26.8% | 2.1% |
| 60Δ | 52.85 | 21.0% | 2.4% | 54.83 | 26.5% | 1.7% |
| 65Δ | 52.40 | 20.7% | 2.1% | 55.62 | 29.5% | 1.5% |
| 70Δ | 51.94 | 20.3% | 1.8% | 56.57 | 32.8% | 1.3% |
| 75Δ | 51.49 | 19.9% | 1.5% | |||
| 80Δ | 51.03 | 19.5% | 1.2% | |||
No recorded observations