Share price$57.29
1D+0.4%
Sold putSold call
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Market dataready · fetched 2026-10-23T16:41:44.480Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19
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 · 2026-10-23T16:25:39.320021895Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T16:37:22.016394+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | 59.00 | 24.1% | 3.9% | |||
| 55Δ | 60.21 | 24.4% | 3.1% | |||
| 60Δ | 56.87 | 19.7% | 5.5% | 61.42 | 24.7% | 2.4% |
| 65Δ | 55.90 | 20.1% | 4.8% | |||
| 70Δ | 54.87 | 20.5% | 4.2% | |||
| 75Δ | 53.71 | 21.0% | 3.7% | |||
| 80Δ | 52.42 | 21.4% | 3.1% | |||
No recorded observations