Share price$43.28
1D-5.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:29:50.137Z
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 · 2026-10-22T20:00:01.75066908Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.20 | 149.4% | 28.9% | |||
| 25Δ | 36.44 | 118.3% | 21.5% | |||
| 30Δ | 56.31 | 131.3% | 35.9% | 38.91 | 96.0% | 15.8% |
| 35Δ | 50.34 | 99.7% | 22.0% | 40.53 | 81.9% | 12.2% |
| 40Δ | 47.94 | 87.1% | 16.7% | 41.48 | 74.4% | 10.3% |
| 45Δ | 45.75 | 75.7% | 12.0% | 42.43 | 66.9% | 8.4% |
| 50Δ | 44.30 | 71.2% | 9.5% | 43.38 | 59.4% | 6.5% |
| 55Δ | 43.23 | 70.4% | 8.2% | 44.33 | 51.9% | 4.6% |
| 60Δ | 42.17 | 69.6% | 6.9% | 45.27 | 46.5% | 3.1% |
| 65Δ | 41.10 | 68.7% | 5.6% | 46.19 | 46.3% | 2.6% |
| 70Δ | 40.03 | 67.9% | 4.3% | 47.11 | 46.0% | 2.1% |
| 75Δ | 38.50 | 71.1% | 3.5% | 48.03 | 45.7% | 1.6% |
| 80Δ | 36.96 | 74.4% | 2.8% | 48.95 | 45.5% | 1.1% |
No recorded observations