Share price$49.46
1D+3.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:58.421Z
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 · 2026-10-22T23:00:00.003669235Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.79 | 132.5% | 26.5% | |||
| 25Δ | 42.26 | 104.6% | 19.5% | |||
| 30Δ | 61.27 | 108.4% | 28.8% | 45.11 | 82.3% | 13.8% |
| 35Δ | 56.26 | 85.6% | 18.7% | 46.37 | 73.8% | 11.5% |
| 40Δ | 53.73 | 71.6% | 13.6% | 47.62 | 65.3% | 9.2% |
| 45Δ | 51.94 | 60.4% | 10.0% | 48.88 | 56.9% | 6.9% |
| 50Δ | 50.15 | 49.1% | 6.5% | 50.11 | 49.4% | 4.8% |
| 55Δ | 49.33 | 46.5% | 5.5% | 51.10 | 49.4% | 4.2% |
| 60Δ | 48.60 | 44.7% | 4.7% | 52.09 | 49.5% | 3.5% |
| 65Δ | 47.86 | 42.9% | 4.0% | 53.08 | 49.6% | 2.9% |
| 70Δ | 47.13 | 41.1% | 3.3% | 54.07 | 49.7% | 2.2% |
| 75Δ | 46.39 | 39.3% | 2.5% | 55.16 | 49.9% | 1.6% |
| 80Δ | 45.66 | 37.5% | 1.8% | 57.79 | 52.4% | 1.2% |
No recorded observations