Share price$57.39
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:21:18.953Z
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 · 2026-10-22T20:00:00.522339555Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.35 | 43.5% | 13.4% | 52.39 | 42.9% | 10.1% |
| 25Δ | 62.12 | 36.9% | 9.7% | 54.02 | 36.5% | 7.5% |
| 30Δ | 60.69 | 32.4% | 7.4% | 55.13 | 32.3% | 5.8% |
| 35Δ | 59.66 | 28.9% | 5.8% | 56.00 | 28.9% | 4.4% |
| 40Δ | 58.88 | 26.7% | 4.6% | 56.64 | 26.6% | 3.5% |
| 45Δ | 58.28 | 25.0% | 3.8% | 57.21 | 24.9% | 2.8% |
| 50Δ | 57.73 | 24.1% | 3.2% | 57.69 | 23.9% | 2.3% |
| 55Δ | 57.22 | 23.8% | 2.7% | 58.18 | 23.4% | 1.8% |
| 60Δ | 56.70 | 24.1% | 2.3% | 58.71 | 24.0% | 1.5% |
| 65Δ | 56.16 | 24.9% | 2.0% | 59.23 | 24.0% | 1.2% |
| 70Δ | 55.58 | 25.2% | 1.7% | 59.73 | 23.4% | 0.9% |
| 75Δ | 54.99 | 25.5% | 1.4% | 60.28 | 22.9% | 0.6% |
| 80Δ | 54.12 | 27.2% | 1.2% | 60.90 | 22.8% | 0.4% |
No recorded observations