Share price$52.56
1D+0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:03:42.582Z
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 · 2026-10-22T16:02:02.533246426Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.52 | 125.7% | 25.7% | |||
| 25Δ | 72.85 | 131.9% | 43.3% | 45.41 | 97.0% | 18.3% |
| 30Δ | 66.55 | 108.0% | 31.3% | 47.70 | 80.5% | 13.9% |
| 35Δ | 62.10 | 88.7% | 22.8% | 49.99 | 64.0% | 9.6% |
| 40Δ | 57.64 | 69.4% | 14.4% | 50.92 | 59.7% | 8.3% |
| 45Δ | 54.60 | 57.0% | 8.9% | 51.84 | 55.5% | 7.0% |
| 50Δ | 53.60 | 54.7% | 7.6% | 52.77 | 51.3% | 5.7% |
| 55Δ | 52.61 | 52.5% | 6.4% | 53.69 | 47.0% | 4.4% |
| 60Δ | 51.61 | 50.2% | 5.2% | 54.62 | 42.8% | 3.1% |
| 65Δ | 50.62 | 47.9% | 4.0% | 55.98 | 42.0% | 2.3% |
| 70Δ | 49.50 | 47.2% | 3.0% | 57.66 | 43.6% | 1.9% |
| 75Δ | 48.17 | 49.0% | 2.5% | 59.34 | 45.2% | 1.5% |
| 80Δ | 46.85 | 50.9% | 2.0% | 61.02 | 46.8% | 1.1% |
No recorded observations