Share price$52.61
1D+2.2%
Sold putSold callAH
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 dataready · fetched 2026-10-22T23:07:20.479Z
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 · 2026-10-22T22:30:05.465164615Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:00:29.604528+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 56.82 | 29.0% | 8.9% | 48.28 | 40.4% | 9.6% |
| 25Δ | 55.68 | 26.5% | 6.9% | 49.51 | 36.2% | 7.5% |
| 30Δ | 55.12 | 27.2% | 6.2% | 50.40 | 34.0% | 6.1% |
| 35Δ | 54.42 | 25.0% | 5.0% | 51.13 | 33.0% | 5.1% |
| 40Δ | 53.81 | 24.1% | 4.2% | 51.79 | 31.7% | 4.2% |
| 45Δ | 53.37 | 25.7% | 3.9% | 52.39 | 31.1% | 3.6% |
| 50Δ | 52.92 | 27.3% | 3.5% | 52.97 | 31.0% | 3.0% |
| 55Δ | 52.40 | 28.4% | 3.2% | 53.51 | 29.8% | 2.4% |
| 60Δ | 51.87 | 28.9% | 2.8% | 54.05 | 28.8% | 1.9% |
| 65Δ | 51.36 | 28.0% | 2.3% | 54.67 | 29.2% | 1.5% |
| 70Δ | 50.84 | 27.2% | 1.8% | 55.35 | 29.6% | 1.2% |
| 75Δ | 50.28 | 26.9% | 1.5% | 56.15 | 30.5% | 0.9% |
| 80Δ | 49.56 | 27.5% | 1.2% | 57.50 | 33.8% | 0.7% |
No recorded observations