Share price$49.99
1D-7.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T03:02:52.940Z
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 · 2026-10-22T21:13:59.064939851Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:02:51.505963+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 72.80 | 128.9% | 49.1% | 40.09 | 117.2% | 24.2% |
| 25Δ | 68.24 | 127.3% | 41.1% | 42.31 | 116.9% | 21.3% |
| 30Δ | 64.73 | 128.4% | 35.3% | 44.53 | 116.6% | 18.5% |
| 35Δ | 61.54 | 128.3% | 30.2% | 46.62 | 116.0% | 16.2% |
| 40Δ | 58.84 | 129.9% | 26.3% | 48.68 | 115.3% | 14.1% |
| 45Δ | 56.28 | 131.7% | 22.8% | 50.74 | 114.5% | 12.1% |
| 50Δ | 53.86 | 134.0% | 19.9% | 52.79 | 113.4% | 10.3% |
| 55Δ | 51.41 | 135.2% | 17.0% | 54.83 | 111.8% | 8.6% |
| 60Δ | 48.98 | 135.8% | 14.3% | 57.01 | 111.0% | 7.2% |
| 65Δ | 46.56 | 135.9% | 11.7% | 59.70 | 113.4% | 6.0% |
| 70Δ | 44.07 | 137.2% | 9.5% | 62.27 | 112.5% | 4.8% |
| 75Δ | 41.44 | 140.7% | 7.6% | 65.13 | 111.4% | 3.6% |
| 80Δ | 38.52 | 145.7% | 5.9% | 68.19 | 108.8% | 2.6% |
No recorded observations