Share price$63.00
1D-12.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:57:27.508Z
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 · 2026-10-22T23:56:38.940583371Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 93.93 | 136.0% | 52.7% | 50.08 | 123.6% | 25.2% |
| 25Δ | 87.22 | 132.3% | 43.1% | 53.11 | 121.6% | 21.9% |
| 30Δ | 82.69 | 133.5% | 37.3% | 56.01 | 119.9% | 18.9% |
| 35Δ | 78.97 | 136.4% | 32.8% | 58.72 | 118.4% | 16.4% |
| 40Δ | 75.05 | 136.7% | 28.1% | 61.37 | 117.0% | 14.2% |
| 45Δ | 71.79 | 139.9% | 24.8% | 63.96 | 115.5% | 12.2% |
| 50Δ | 68.50 | 142.1% | 21.5% | 66.69 | 115.4% | 10.4% |
| 55Δ | 65.17 | 143.2% | 18.2% | 69.50 | 116.2% | 8.9% |
| 60Δ | 61.96 | 146.4% | 15.6% | 72.40 | 115.3% | 7.5% |
| 65Δ | 58.72 | 148.0% | 13.0% | 75.35 | 114.1% | 6.1% |
| 70Δ | 55.42 | 146.6% | 10.3% | 78.51 | 112.3% | 4.8% |
| 75Δ | 51.80 | 152.2% | 8.3% | 81.70 | 109.5% | 3.6% |
| 80Δ | 47.88 | 158.1% | 6.5% | 84.91 | 105.7% | 2.5% |
No recorded observations