Share price$52.35
1D-3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:22:16.329Z
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 · 2026-10-22T23:00:00.001491805Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 65.98 | 81.8% | 28.3% | 43.14 | 86.8% | 20.2% |
| 25Δ | 59.00 | 52.9% | 14.7% | 46.00 | 68.4% | 14.8% |
| 30Δ | 57.38 | 48.8% | 12.0% | 48.86 | 50.1% | 9.3% |
| 35Δ | 55.75 | 44.7% | 9.3% | 50.45 | 42.1% | 6.7% |
| 40Δ | 54.58 | 42.5% | 7.5% | 51.19 | 41.2% | 5.9% |
| 45Δ | 53.80 | 41.8% | 6.7% | 51.94 | 40.3% | 5.1% |
| 50Δ | 53.02 | 41.2% | 5.8% | 52.68 | 39.3% | 4.3% |
| 55Δ | 52.23 | 40.6% | 5.0% | 53.43 | 38.4% | 3.6% |
| 60Δ | 51.45 | 39.9% | 4.1% | 54.17 | 37.4% | 2.8% |
| 65Δ | 50.67 | 39.3% | 3.3% | 54.92 | 36.5% | 2.0% |
| 70Δ | 49.75 | 39.9% | 2.5% | 56.54 | 37.8% | 1.6% |
| 75Δ | 48.05 | 47.1% | 2.3% | 58.27 | 39.4% | 1.3% |
| 80Δ | 46.36 | 54.4% | 2.0% | 60.01 | 41.0% | 0.9% |
No recorded observations