Share price$49.81
1D-0.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:53:56.406Z
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 · 2026-10-22T14:20:53.095564515Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 56.38 | 46.8% | 14.6% | 44.82 | 50.0% | 11.7% |
| 25Δ | 54.27 | 39.6% | 10.5% | 46.35 | 43.4% | 8.9% |
| 30Δ | 52.97 | 35.6% | 8.2% | 47.44 | 39.0% | 7.0% |
| 35Δ | 52.05 | 33.1% | 6.6% | 48.31 | 35.6% | 5.5% |
| 40Δ | 51.32 | 30.7% | 5.4% | 49.01 | 33.2% | 4.4% |
| 45Δ | 50.69 | 29.5% | 4.5% | 49.60 | 33.2% | 3.8% |
| 50Δ | 50.14 | 29.4% | 3.8% | 50.19 | 33.1% | 3.2% |
| 55Δ | 49.60 | 29.9% | 3.3% | 50.77 | 33.0% | 2.7% |
| 60Δ | 49.06 | 30.6% | 2.9% | 51.37 | 32.7% | 2.2% |
| 65Δ | 48.50 | 30.8% | 2.5% | 51.96 | 32.2% | 1.7% |
| 70Δ | 47.91 | 31.0% | 2.0% | 52.70 | 32.9% | 1.4% |
| 75Δ | 47.21 | 31.7% | 1.7% | 53.52 | 33.6% | 1.0% |
| 80Δ | 46.44 | 32.4% | 1.4% | 54.45 | 34.1% | 0.7% |
No recorded observations