Share price$58.01
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:07:06.616Z
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 · 2026-10-22T20:10:00.003861556Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 65.03 | 43.5% | 13.4% | 53.24 | 40.3% | 9.6% |
| 25Δ | 62.16 | 32.2% | 8.4% | 54.98 | 32.3% | 6.6% |
| 30Δ | 60.66 | 25.7% | 5.9% | 56.08 | 27.2% | 4.9% |
| 35Δ | 59.78 | 22.1% | 4.5% | 56.85 | 23.6% | 3.6% |
| 40Δ | 59.13 | 19.3% | 3.4% | 57.40 | 21.2% | 2.8% |
| 45Δ | 58.70 | 17.6% | 2.8% | 57.89 | 19.0% | 2.1% |
| 50Δ | 58.33 | 16.3% | 2.3% | 58.25 | 17.6% | 1.6% |
| 55Δ | 57.97 | 15.1% | 1.8% | 58.56 | 16.3% | 1.2% |
| 60Δ | 57.72 | 14.1% | 1.6% | 58.88 | 15.1% | 0.9% |
| 65Δ | 57.47 | 13.2% | 1.3% | 59.25 | 15.0% | 0.6% |
| 70Δ | 57.23 | 12.2% | 1.0% | 59.65 | 15.6% | 0.5% |
| 75Δ | 56.97 | 11.4% | 0.8% | 60.08 | 16.1% | 0.3% |
| 80Δ | 56.60 | 11.5% | 0.7% | 60.66 | 16.8% | 0.2% |
No recorded observations