Share price$62.24
1D-12.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:22:06.444Z
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 · 2026-10-22T23:18:23.991021403Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 93.77 | 138.9% | 54.3% | 49.64 | 120.9% | 24.8% |
| 25Δ | 87.00 | 135.5% | 44.6% | 52.61 | 118.6% | 21.5% |
| 30Δ | 82.51 | 137.4% | 38.7% | 55.45 | 116.5% | 18.4% |
| 35Δ | 78.72 | 140.5% | 34.1% | 58.03 | 114.8% | 16.0% |
| 40Δ | 74.78 | 141.4% | 29.4% | 60.58 | 113.0% | 13.7% |
| 45Δ | 71.47 | 145.1% | 26.0% | 63.03 | 111.2% | 11.8% |
| 50Δ | 68.11 | 147.7% | 22.6% | 65.51 | 109.7% | 10.0% |
| 55Δ | 64.71 | 149.6% | 19.2% | 68.17 | 109.9% | 8.5% |
| 60Δ | 61.43 | 153.8% | 16.6% | 70.83 | 109.5% | 7.1% |
| 65Δ | 58.06 | 155.4% | 13.8% | 73.52 | 107.6% | 5.8% |
| 70Δ | 54.58 | 156.0% | 11.1% | 76.28 | 105.2% | 4.5% |
| 75Δ | 50.80 | 164.5% | 9.2% | 79.13 | 102.4% | 3.4% |
| 80Δ | 46.59 | 172.7% | 7.2% | 81.89 | 97.7% | 2.4% |
No recorded observations