Share price$52.07
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:32:32.525Z
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 · 2026-10-22T20:10:05.466512918Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.53 | 24.6% | 7.4% | 48.34 | 34.6% | 8.3% |
| 25Δ | 54.88 | 24.6% | 6.4% | 49.08 | 35.6% | 7.3% |
| 30Δ | 54.22 | 23.6% | 5.4% | 49.84 | 34.9% | 6.3% |
| 35Δ | 53.70 | 23.5% | 4.7% | 50.81 | 27.7% | 4.3% |
| 40Δ | 53.26 | 23.9% | 4.1% | 51.40 | 26.7% | 3.6% |
| 45Δ | 52.80 | 24.6% | 3.7% | 51.89 | 27.4% | 3.1% |
| 50Δ | 52.35 | 25.8% | 3.4% | 52.42 | 28.6% | 2.8% |
| 55Δ | 51.87 | 27.0% | 3.0% | 52.98 | 29.9% | 2.4% |
| 60Δ | 51.33 | 28.4% | 2.7% | 53.49 | 28.8% | 1.9% |
| 65Δ | 50.81 | 28.6% | 2.3% | 53.99 | 27.7% | 1.4% |
| 70Δ | 50.35 | 27.0% | 1.9% | 54.47 | 26.5% | 1.1% |
| 75Δ | 49.84 | 25.9% | 1.4% | 54.95 | 25.3% | 0.7% |
| 80Δ | 49.20 | 26.2% | 1.2% | 56.66 | 32.2% | 0.6% |
No recorded observations