Share price$50.87
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:20:26.211Z
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 · 2026-10-23T00:00:05.11063222Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 59.96 | 61.8% | 19.7% | 45.19 | 56.9% | 13.1% |
| 25Δ | 56.31 | 46.6% | 12.5% | 47.22 | 44.9% | 9.2% |
| 30Δ | 54.26 | 37.4% | 8.6% | 48.45 | 38.4% | 6.9% |
| 35Δ | 53.06 | 31.9% | 6.3% | 49.44 | 32.9% | 5.1% |
| 40Δ | 52.34 | 29.4% | 5.1% | 50.15 | 28.8% | 3.8% |
| 45Δ | 51.73 | 27.3% | 4.2% | 50.68 | 25.9% | 2.9% |
| 50Δ | 51.21 | 25.3% | 3.4% | 51.13 | 23.5% | 2.2% |
| 55Δ | 50.72 | 24.6% | 2.8% | 51.47 | 21.7% | 1.7% |
| 60Δ | 50.26 | 24.7% | 2.4% | 51.82 | 20.0% | 1.3% |
| 65Δ | 49.78 | 24.9% | 2.0% | 52.11 | 18.4% | 0.9% |
| 70Δ | 49.28 | 25.1% | 1.7% | 52.35 | 17.1% | 0.7% |
| 75Δ | 48.69 | 25.8% | 1.4% | 52.58 | 15.7% | 0.4% |
| 80Δ | 47.98 | 27.2% | 1.2% | 52.82 | 14.4% | 0.2% |
No recorded observations