Share price$58.38
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:41:46.893Z
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 · 2026-10-23T16:41:32.35594515Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.08 | 65.7% | 14.7% | |||
| 25Δ | 54.80 | 38.2% | 7.8% | |||
| 30Δ | 63.03 | 44.9% | 10.2% | 56.37 | 29.2% | 5.1% |
| 35Δ | 60.48 | 27.3% | 5.3% | 56.86 | 32.0% | 4.8% |
| 40Δ | 60.30 | 32.4% | 5.7% | 57.50 | 30.1% | 4.0% |
| 45Δ | 59.40 | 28.0% | 4.2% | 58.13 | 26.2% | 3.0% |
| 50Δ | 58.72 | 25.2% | 3.3% | 58.56 | 22.0% | 2.2% |
| 55Δ | 58.22 | 23.7% | 2.7% | 58.98 | 17.8% | 1.3% |
| 60Δ | 57.81 | 22.0% | 2.2% | 59.61 | 19.9% | 1.2% |
| 65Δ | 57.47 | 20.1% | 1.7% | 60.24 | 22.3% | 1.1% |
| 70Δ | 57.14 | 18.2% | 1.3% | 60.88 | 24.7% | 0.9% |
| 75Δ | 56.82 | 16.7% | 1.0% | 61.96 | 28.6% | 0.8% |
| 80Δ | 56.51 | 15.6% | 0.8% | 64.35 | 37.5% | 0.8% |
No recorded observations