Share price$53.48
1D+3.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:07:26.047Z
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 · 2026-10-22T20:10:00.001077614Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.76 | 70.6% | 23.1% | 43.86 | 100.7% | 21.6% |
| 25Δ | 62.59 | 69.0% | 19.7% | 46.45 | 90.9% | 17.5% |
| 30Δ | 60.42 | 67.4% | 16.3% | 48.53 | 84.3% | 14.4% |
| 35Δ | 58.87 | 67.7% | 14.2% | 50.45 | 79.6% | 11.7% |
| 40Δ | 57.48 | 68.4% | 12.6% | 51.96 | 79.4% | 10.3% |
| 45Δ | 56.08 | 69.2% | 10.9% | 53.48 | 79.1% | 8.9% |
| 50Δ | 54.70 | 69.8% | 9.3% | 54.99 | 78.9% | 7.5% |
| 55Δ | 53.36 | 69.9% | 8.1% | 56.66 | 79.2% | 6.4% |
| 60Δ | 52.02 | 70.1% | 6.8% | 58.33 | 79.5% | 5.4% |
| 65Δ | 50.68 | 70.2% | 5.6% | 60.00 | 79.8% | 4.4% |
| 70Δ | 49.28 | 69.9% | 4.5% | 62.13 | 80.2% | 3.5% |
| 75Δ | 47.82 | 68.9% | 3.6% | 64.26 | 80.5% | 2.7% |
| 80Δ | 46.37 | 68.0% | 2.8% | 67.18 | 82.2% | 1.9% |
No recorded observations