Share price$55.07
1D-1.7%
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 datapartial · fetched 2026-10-22T21:03:31.638Z
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 · 2026-10-22T20:10:05.652583778Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 62.47 | 47.8% | 14.9% | |||
| 25Δ | 61.10 | 47.9% | 12.8% | 51.31 | 42.7% | 8.7% |
| 30Δ | 58.43 | 33.9% | 7.8% | 52.43 | 39.7% | 7.1% |
| 35Δ | 58.13 | 40.0% | 8.1% | 53.28 | 38.2% | 5.9% |
| 40Δ | 57.10 | 37.9% | 6.6% | 54.15 | 34.0% | 4.6% |
| 45Δ | 56.32 | 38.1% | 5.7% | 54.83 | 31.6% | 3.6% |
| 50Δ | 55.57 | 38.4% | 5.0% | 55.45 | 31.0% | 3.0% |
| 55Δ | 54.83 | 38.1% | 4.2% | 56.05 | 30.7% | 2.5% |
| 60Δ | 54.12 | 36.3% | 3.4% | 56.58 | 29.2% | 2.0% |
| 65Δ | 53.26 | 38.9% | 3.0% | 57.07 | 27.5% | 1.5% |
| 70Δ | 52.57 | 37.8% | 2.5% | 57.40 | 25.1% | 1.1% |
| 75Δ | 51.89 | 35.5% | 1.9% | 57.74 | 22.7% | 0.7% |
| 80Δ | 50.38 | 41.6% | 1.7% | 59.02 | 26.7% | 0.5% |
No recorded observations