Share price$57.41
1D-0.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:19:16.070Z
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 · 2026-10-22T16:13:30.612572656Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 60.75 | 32.4% | 7.5% | |||
| 35Δ | 59.77 | 29.0% | 5.9% | |||
| 40Δ | 58.87 | 26.1% | 4.6% | |||
| 45Δ | 58.26 | 24.5% | 3.7% | |||
| 50Δ | 57.64 | 24.3% | 3.2% | |||
| 55Δ | 57.03 | 25.1% | 2.9% | |||
| 60Δ | 56.42 | 25.9% | 2.5% | |||
| 65Δ | 55.80 | 26.6% | 2.2% | |||
| 70Δ | 55.19 | 27.4% | 1.9% | |||
| 75Δ | 54.58 | 28.1% | 1.6% | |||
| 80Δ | ||||||
No recorded observations