Share price$56.79
1D-3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:55:03.738Z
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 · 2026-10-22T23:00:00.002377881Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 63.52 | 42.2% | 13.1% | 51.33 | 46.9% | 11.2% |
| 25Δ | 62.14 | 41.8% | 11.1% | 52.60 | 46.5% | 9.5% |
| 30Δ | 61.15 | 42.5% | 9.9% | 53.56 | 47.9% | 8.5% |
| 35Δ | 60.15 | 43.2% | 8.6% | 54.53 | 49.3% | 7.6% |
| 40Δ | 59.23 | 43.4% | 7.6% | 55.52 | 50.2% | 6.7% |
| 45Δ | 58.31 | 43.6% | 6.6% | 56.54 | 50.7% | 5.8% |
| 50Δ | 57.40 | 43.9% | 5.7% | 57.57 | 51.2% | 5.0% |
| 55Δ | 56.49 | 44.5% | 5.0% | 58.68 | 51.7% | 4.3% |
| 60Δ | 55.58 | 45.2% | 4.3% | 59.79 | 52.2% | 3.5% |
| 65Δ | 54.68 | 45.2% | 3.6% | 61.07 | 52.9% | 2.9% |
| 70Δ | 53.79 | 44.0% | 2.9% | 62.38 | 53.6% | 2.3% |
| 75Δ | 52.90 | 42.7% | 2.2% | 64.26 | 56.2% | 1.8% |
| 80Δ | 51.70 | 43.3% | 1.7% | 66.62 | 59.6% | 1.4% |
No recorded observations