Share price$47.50
1D+2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:46:41.259Z
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 · 2026-10-22T23:00:00.001891759Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 57.81 | 71.0% | 23.8% | 40.60 | 76.4% | 17.3% |
| 25Δ | 55.20 | 67.5% | 18.8% | 42.03 | 76.4% | 15.3% |
| 30Δ | 53.88 | 70.0% | 17.0% | 43.45 | 76.4% | 13.3% |
| 35Δ | 52.66 | 73.0% | 15.5% | 44.87 | 76.3% | 11.3% |
| 40Δ | 51.44 | 76.0% | 14.0% | 46.15 | 75.5% | 9.9% |
| 45Δ | 50.22 | 79.0% | 12.4% | 47.41 | 74.6% | 8.5% |
| 50Δ | 48.93 | 78.0% | 10.8% | 48.67 | 73.6% | 7.2% |
| 55Δ | 47.61 | 76.0% | 9.1% | 49.93 | 72.7% | 5.9% |
| 60Δ | 46.29 | 74.0% | 7.4% | 51.85 | 77.7% | 5.2% |
| 65Δ | 44.98 | 72.0% | 5.7% | 53.82 | 83.1% | 4.5% |
| 70Δ | 43.90 | 68.6% | 4.7% | 55.63 | 84.9% | 3.7% |
| 75Δ | 42.82 | 65.3% | 3.8% | 57.22 | 81.3% | 2.8% |
| 80Δ | 41.74 | 61.9% | 2.8% | 58.81 | 77.7% | 1.9% |
No recorded observations