Share price$58.94
1D+1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:31:11.531Z
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 · 2026-10-22T22:30:05.066295219Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 61.22 | 14.7% | 4.3% | 51.46 | 65.9% | 15.0% |
| 25Δ | 63.77 | 38.5% | 9.9% | 57.13 | 20.0% | 4.0% |
| 30Δ | 63.62 | 43.9% | 10.1% | 57.42 | 24.4% | 4.2% |
| 35Δ | 60.79 | 22.4% | 4.5% | 57.71 | 28.9% | 4.3% |
| 40Δ | 59.74 | 15.6% | 2.7% | 57.99 | 33.3% | 4.4% |
| 45Δ | 59.45 | 18.0% | 2.7% | 58.70 | 20.2% | 2.3% |
| 50Δ | 59.15 | 20.4% | 2.7% | 59.35 | 20.0% | 1.8% |
| 55Δ | 58.70 | 24.2% | 2.7% | 59.97 | 29.7% | 2.4% |
| 60Δ | 58.08 | 29.3% | 2.8% | 60.82 | 33.0% | 2.2% |
| 65Δ | 61.39 | 31.5% | 1.7% | |||
| 70Δ | 61.88 | 28.8% | 1.2% | |||
| 75Δ | 62.81 | 29.8% | 0.9% | |||
| 80Δ | ||||||
No recorded observations