Share price$53.27
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:00:45.413Z
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 · 2026-10-22T20:10:00.004042658Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 63.61 | 65.9% | 21.4% | 46.38 | 66.5% | 15.2% |
| 25Δ | 61.86 | 67.1% | 18.7% | 47.96 | 65.5% | 13.0% |
| 30Δ | 59.67 | 63.5% | 15.1% | 49.34 | 64.9% | 11.3% |
| 35Δ | 58.22 | 63.6% | 13.2% | 50.64 | 64.5% | 9.7% |
| 40Δ | 56.87 | 64.1% | 11.5% | 51.87 | 64.2% | 8.4% |
| 45Δ | 55.62 | 65.1% | 10.0% | 53.10 | 64.0% | 7.2% |
| 50Δ | 54.37 | 65.7% | 8.7% | 54.32 | 63.9% | 6.2% |
| 55Δ | 53.12 | 65.9% | 7.4% | 55.52 | 63.2% | 5.2% |
| 60Δ | 51.85 | 66.4% | 6.3% | 56.71 | 61.9% | 4.2% |
| 65Δ | 50.56 | 67.1% | 5.3% | 57.92 | 60.5% | 3.4% |
| 70Δ | 49.23 | 67.3% | 4.3% | 59.16 | 59.1% | 2.6% |
| 75Δ | 47.88 | 67.0% | 3.4% | 61.69 | 66.0% | 2.2% |
| 80Δ | 45.95 | 71.6% | 2.7% | 63.38 | 64.9% | 1.6% |
No recorded observations