Share price$51.96
1D-1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:19:31.879Z
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 · 2026-10-22T16:19:00.591695976Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.06 | 22.3% | 6.6% | 48.50 | 32.2% | 7.8% |
| 25Δ | 54.62 | 23.6% | 6.1% | 49.02 | 34.9% | 7.2% |
| 30Δ | 54.23 | 25.3% | 5.7% | 49.77 | 34.3% | 6.2% |
| 35Δ | 53.76 | 25.6% | 5.1% | 50.67 | 28.3% | 4.4% |
| 40Δ | 53.17 | 24.1% | 4.2% | 51.31 | 25.9% | 3.5% |
| 45Δ | 52.68 | 24.9% | 3.7% | 51.79 | 26.8% | 3.0% |
| 50Δ | 52.24 | 26.7% | 3.5% | 52.30 | 27.7% | 2.7% |
| 55Δ | 51.75 | 28.4% | 3.2% | 52.84 | 28.6% | 2.3% |
| 60Δ | 51.19 | 29.9% | 2.8% | 53.33 | 28.0% | 1.9% |
| 65Δ | 50.67 | 29.5% | 2.4% | 53.81 | 26.8% | 1.4% |
| 70Δ | 50.18 | 28.0% | 1.9% | 54.32 | 25.8% | 1.0% |
| 75Δ | 49.56 | 27.9% | 1.5% | 54.84 | 24.9% | 0.8% |
| 80Δ | 48.91 | 28.1% | 1.2% | 55.37 | 24.0% | 0.5% |
No recorded observations