Share price$52.35
1D-3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:10:45.232Z
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 | 81.9% | 28.3% | 43.14 | 87.2% | 20.2% |
| 25Δ | 58.99 | 53.1% | 14.7% | 45.99 | 69.0% | 14.8% |
| 30Δ | 57.37 | 49.3% | 12.0% | 48.85 | 50.8% | 9.4% |
| 35Δ | 55.75 | 45.4% | 9.2% | 50.44 | 42.8% | 6.7% |
| 40Δ | 54.58 | 43.2% | 7.5% | 51.19 | 41.9% | 5.9% |
| 45Δ | 53.79 | 42.6% | 6.7% | 51.93 | 40.9% | 5.1% |
| 50Δ | 53.01 | 42.0% | 5.8% | 52.68 | 40.0% | 4.4% |
| 55Δ | 52.23 | 41.3% | 5.0% | 53.42 | 39.0% | 3.6% |
| 60Δ | 51.44 | 40.7% | 4.1% | 54.16 | 38.0% | 2.8% |
| 65Δ | 50.66 | 40.1% | 3.3% | 54.91 | 37.1% | 2.0% |
| 70Δ | 49.73 | 40.7% | 2.5% | 56.51 | 38.3% | 1.6% |
| 75Δ | 48.04 | 48.1% | 2.3% | 58.24 | 39.9% | 1.3% |
| 80Δ | 46.34 | 55.5% | 2.0% | 59.96 | 41.5% | 0.9% |
No recorded observations