Share price$51.15
1D-2.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:39:19.049Z
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 · 2026-10-23T17:37:45.874678106Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 66.03 | 90.5% | 31.5% | 41.92 | 91.1% | 20.8% |
| 25Δ | 58.56 | 60.3% | 16.7% | 44.05 | 78.2% | 16.8% |
| 30Δ | 55.64 | 47.9% | 11.1% | 46.18 | 65.3% | 12.8% |
| 35Δ | 54.36 | 44.4% | 9.0% | 48.30 | 52.3% | 8.9% |
| 40Δ | 53.54 | 43.3% | 8.0% | 50.13 | 41.8% | 5.5% |
| 45Δ | 52.72 | 42.3% | 6.9% | 50.80 | 40.5% | 4.9% |
| 50Δ | 51.90 | 41.2% | 5.8% | 51.47 | 39.3% | 4.3% |
| 55Δ | 51.07 | 40.2% | 4.8% | 52.14 | 38.1% | 3.6% |
| 60Δ | 50.25 | 39.1% | 3.7% | 52.81 | 36.9% | 3.0% |
| 65Δ | 49.20 | 41.0% | 3.1% | 53.48 | 35.6% | 2.3% |
| 70Δ | 48.06 | 44.3% | 2.7% | 54.14 | 34.4% | 1.7% |
| 75Δ | 46.91 | 47.6% | 2.3% | 54.81 | 33.2% | 1.1% |
| 80Δ | 45.76 | 50.9% | 1.9% | 68.23 | 55.5% | 0.7% |
No recorded observations