Share price$47.00
1D
Price history unavailable.
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 2026-10-22T12:29:35.511Z
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 · 2026-10-22T12:07:09.881167815Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.34 | 32.9% | 10.3% | 43.19 | 39.5% | 9.4% |
| 25Δ | 50.57 | 33.7% | 9.0% | 44.04 | 39.0% | 8.0% |
| 30Δ | 49.83 | 34.2% | 7.8% | 44.68 | 40.8% | 7.3% |
| 35Δ | 49.15 | 34.0% | 6.7% | 45.38 | 40.9% | 6.3% |
| 40Δ | 48.52 | 33.6% | 5.8% | 46.11 | 39.5% | 5.3% |
| 45Δ | 47.91 | 33.2% | 5.0% | 46.78 | 38.6% | 4.4% |
| 50Δ | 47.36 | 33.5% | 4.3% | 47.36 | 36.3% | 3.6% |
| 55Δ | 46.80 | 33.6% | 3.7% | 47.90 | 33.2% | 2.7% |
| 60Δ | 46.24 | 33.5% | 3.2% | 48.76 | 38.2% | 2.6% |
| 65Δ | 45.75 | 32.0% | 2.6% | 49.63 | 40.8% | 2.2% |
| 70Δ | 45.32 | 29.6% | 2.0% | 50.60 | 42.0% | 1.8% |
| 75Δ | 44.68 | 29.9% | 1.6% | 51.67 | 43.3% | 1.4% |
| 80Δ | 43.72 | 33.6% | 1.4% | 52.85 | 44.4% | 1.0% |
No recorded observations