Share price$57.14
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:17:31.949Z
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 · 2026-10-22T23:00:00.003007348Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 69.65 | 72.5% | 24.0% | 49.30 | 72.3% | 16.2% |
| 25Δ | 65.29 | 60.7% | 16.6% | 51.58 | 63.3% | 12.6% |
| 30Δ | 63.20 | 56.8% | 13.4% | 53.25 | 57.9% | 10.2% |
| 35Δ | 61.23 | 49.9% | 10.2% | 54.65 | 53.9% | 8.3% |
| 40Δ | 59.66 | 45.1% | 7.8% | 55.80 | 53.0% | 7.0% |
| 45Δ | 58.75 | 47.0% | 7.1% | 56.88 | 53.0% | 6.1% |
| 50Δ | 57.84 | 48.9% | 6.3% | 57.98 | 53.1% | 5.2% |
| 55Δ | 56.90 | 48.9% | 5.5% | 59.09 | 53.2% | 4.4% |
| 60Δ | 55.93 | 47.7% | 4.5% | 60.26 | 53.6% | 3.6% |
| 65Δ | 54.97 | 46.4% | 3.6% | 61.66 | 55.2% | 3.0% |
| 70Δ | 54.12 | 44.4% | 3.0% | 63.09 | 56.1% | 2.4% |
| 75Δ | 53.27 | 42.4% | 2.3% | 64.56 | 55.8% | 1.8% |
| 80Δ | 52.39 | 40.6% | 1.6% | 66.00 | 54.2% | 1.3% |
No recorded observations