Share price$62.99
1D-12.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:03:26.907Z
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 · 2026-10-22T23:59:48.82665338Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 93.93 | 136.2% | 52.7% | 50.07 | 123.6% | 25.1% |
| 25Δ | 87.21 | 132.3% | 43.1% | 53.10 | 121.6% | 21.9% |
| 30Δ | 82.69 | 133.6% | 37.3% | 56.01 | 119.8% | 18.9% |
| 35Δ | 78.96 | 136.5% | 32.8% | 58.71 | 118.4% | 16.4% |
| 40Δ | 75.05 | 136.8% | 28.1% | 61.36 | 116.9% | 14.2% |
| 45Δ | 71.78 | 139.9% | 24.8% | 63.95 | 115.4% | 12.2% |
| 50Δ | 68.50 | 142.2% | 21.5% | 66.67 | 115.3% | 10.4% |
| 55Δ | 65.17 | 143.3% | 18.2% | 69.49 | 116.1% | 8.9% |
| 60Δ | 61.95 | 146.5% | 15.6% | 72.38 | 115.3% | 7.5% |
| 65Δ | 58.71 | 148.1% | 13.0% | 75.32 | 114.0% | 6.0% |
| 70Δ | 55.41 | 146.7% | 10.3% | 78.48 | 112.2% | 4.8% |
| 75Δ | 51.78 | 152.4% | 8.4% | 81.66 | 109.4% | 3.6% |
| 80Δ | 47.86 | 158.3% | 6.5% | 84.87 | 105.6% | 2.5% |
No recorded observations