Share price$58.25
1D-0.1%
Sold putSold callAH
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 2026-10-22T21:08:29.146Z
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 · 2026-10-22T20:28:04.158577542Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 61.08 | 16.6% | 5.4% | 55.23 | 24.6% | 6.0% |
| 25Δ | 60.24 | 15.0% | 4.0% | 55.78 | 25.5% | 5.5% |
| 30Δ | 59.82 | 14.1% | 3.4% | 56.34 | 26.3% | 4.9% |
| 35Δ | 59.57 | 13.4% | 3.1% | 56.89 | 27.2% | 4.3% |
| 40Δ | 59.31 | 12.8% | 2.8% | 57.45 | 28.0% | 3.7% |
| 45Δ | 59.06 | 12.2% | 2.5% | 58.14 | 30.3% | 3.4% |
| 50Δ | 58.80 | 11.5% | 2.2% | 58.85 | 32.8% | 3.1% |
| 55Δ | 58.55 | 10.9% | 1.9% | 59.56 | 35.2% | 2.8% |
| 60Δ | 58.29 | 10.3% | 1.6% | 60.50 | 38.5% | 2.6% |
| 65Δ | 58.04 | 9.7% | 1.3% | 61.82 | 43.4% | 2.3% |
| 70Δ | 57.78 | 9.0% | 1.0% | 63.42 | 48.3% | 2.1% |
| 75Δ | 57.53 | 8.4% | 0.7% | 66.09 | 57.5% | 1.9% |
| 80Δ | 56.96 | 9.0% | 0.5% | 75.80 | 94.4% | 2.2% |
No recorded observations