Share price$52.34
1D+0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:07:05.374Z
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 · 2026-10-22T16:56:04.498067073Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.34 | 126.2% | 25.7% | |||
| 25Δ | 72.68 | 132.6% | 43.5% | 45.26 | 97.0% | 18.2% |
| 30Δ | 63.70 | 100.9% | 26.4% | 47.47 | 80.9% | 14.0% |
| 35Δ | 59.07 | 80.5% | 17.5% | 49.67 | 64.9% | 9.8% |
| 40Δ | 56.30 | 66.2% | 12.3% | 50.73 | 58.9% | 8.2% |
| 45Δ | 54.45 | 58.4% | 9.1% | 51.60 | 54.7% | 6.9% |
| 50Δ | 53.40 | 56.3% | 7.8% | 52.46 | 50.5% | 5.7% |
| 55Δ | 52.36 | 54.1% | 6.6% | 53.32 | 46.3% | 4.5% |
| 60Δ | 51.32 | 52.0% | 5.3% | 54.18 | 42.1% | 3.2% |
| 65Δ | 50.28 | 49.9% | 4.0% | 55.05 | 38.1% | 2.1% |
| 70Δ | 49.04 | 50.6% | 3.2% | 56.08 | 37.9% | 1.7% |
| 75Δ | 47.72 | 52.4% | 2.7% | 57.11 | 37.6% | 1.3% |
| 80Δ | 46.41 | 54.2% | 2.1% | 58.14 | 37.4% | 0.9% |
No recorded observations