Share price$39.97
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:14:43.349Z
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 · 2026-10-22T23:00:00.00413193Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.31 | 38.9% | 12.3% | 35.89 | 49.6% | 12.2% |
| 25Δ | 43.67 | 40.5% | 11.3% | 36.67 | 50.8% | 11.0% |
| 30Δ | 43.02 | 42.1% | 10.3% | 37.45 | 51.9% | 9.8% |
| 35Δ | 42.38 | 43.7% | 9.4% | 38.24 | 53.1% | 8.7% |
| 40Δ | 41.73 | 45.3% | 8.4% | 39.02 | 54.2% | 7.5% |
| 45Δ | 41.09 | 46.9% | 7.4% | 39.80 | 55.4% | 6.4% |
| 50Δ | 40.45 | 48.5% | 6.4% | 40.58 | 54.7% | 5.5% |
| 55Δ | 39.81 | 48.9% | 5.6% | 41.35 | 53.5% | 4.7% |
| 60Δ | 39.21 | 46.6% | 4.9% | 42.12 | 52.2% | 4.0% |
| 65Δ | 38.60 | 44.2% | 4.2% | 42.89 | 51.0% | 3.2% |
| 70Δ | 37.99 | 41.9% | 3.5% | 43.66 | 49.7% | 2.5% |
| 75Δ | 37.38 | 39.5% | 2.9% | 44.44 | 48.4% | 1.7% |
| 80Δ | 36.77 | 37.1% | 2.2% | 45.52 | 48.2% | 1.1% |
No recorded observations