Share price$47.84
1D-1.5%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T16:16:23.757Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19
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 · 2026-10-22T16:03:59.454947865Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 62.67 | 52.3% | 34.8% | |||
| 30Δ | 56.38 | 37.0% | 21.3% | |||
| 35Δ | 52.50 | 28.0% | 13.2% | |||
| 40Δ | 51.41 | 26.3% | 11.4% | |||
| 45Δ | 50.33 | 24.6% | 9.5% | 48.12 | 20.1% | 3.7% |
| 50Δ | 49.24 | 22.9% | 7.7% | 48.89 | 20.9% | 3.1% |
| 55Δ | 48.16 | 21.2% | 5.9% | 49.66 | 21.6% | 2.5% |
| 60Δ | 50.88 | 22.7% | 2.0% | |||
| 65Δ | 52.48 | 24.1% | 1.5% | |||
| 70Δ | 54.08 | 25.6% | 1.0% | |||
| 75Δ | 55.68 | 27.0% | 0.6% | |||
| 80Δ | 57.28 | 28.5% | 0.1% | |||
No recorded observations