Share price$50.98
1D-7.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:06:26.716Z
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 · 2026-10-22T20:00:00.142741153Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 73.04 | 123.8% | 46.6% | 40.57 | 122.2% | 25.0% |
| 25Δ | 68.49 | 121.8% | 38.7% | 42.94 | 122.4% | 22.1% |
| 30Δ | 65.01 | 122.3% | 33.1% | 45.28 | 122.5% | 19.2% |
| 35Δ | 61.85 | 121.3% | 28.1% | 47.51 | 122.4% | 16.9% |
| 40Δ | 59.22 | 122.3% | 24.3% | 49.73 | 122.4% | 14.6% |
| 45Δ | 56.70 | 122.8% | 20.9% | 51.98 | 122.0% | 12.7% |
| 50Δ | 54.37 | 124.3% | 18.1% | 54.23 | 121.5% | 10.9% |
| 55Δ | 52.09 | 125.3% | 15.5% | 56.61 | 121.5% | 9.2% |
| 60Δ | 49.77 | 125.2% | 12.9% | 59.34 | 123.4% | 7.9% |
| 65Δ | 47.53 | 123.8% | 10.6% | 62.39 | 125.5% | 6.6% |
| 70Δ | 45.29 | 122.4% | 8.3% | 65.73 | 126.3% | 5.3% |
| 75Δ | 42.91 | 122.7% | 6.6% | 69.37 | 126.5% | 4.1% |
| 80Δ | 40.51 | 123.3% | 4.9% | 73.85 | 127.2% | 3.0% |
No recorded observations