Share price$51.53
1D-0.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T17:21:25.875Z
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 · 2026-10-23T20:00:00.272474588Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T17:21:26.277206+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 56.40 | 35.5% | 10.5% | 46.45 | 50.7% | 11.5% |
| 25Δ | 55.83 | 38.5% | 9.8% | 48.15 | 42.1% | 8.4% |
| 30Δ | 54.58 | 33.9% | 7.6% | 49.32 | 35.9% | 6.2% |
| 35Δ | 53.00 | 21.9% | 4.2% | 50.17 | 31.9% | 4.8% |
| 40Δ | 52.57 | 21.3% | 3.6% | 50.81 | 29.1% | 3.8% |
| 45Δ | 52.14 | 20.8% | 3.1% | 51.33 | 27.2% | 3.0% |
| 50Δ | 51.71 | 23.3% | 2.9% | 51.79 | 25.8% | 2.4% |
| 55Δ | 51.27 | 27.5% | 2.9% | 52.24 | 25.0% | 1.9% |
| 60Δ | 50.76 | 30.5% | 2.8% | 52.69 | 24.8% | 1.6% |
| 65Δ | 50.16 | 31.8% | 2.4% | 53.12 | 24.3% | 1.2% |
| 70Δ | 49.41 | 34.0% | 2.1% | 53.53 | 23.3% | 0.9% |
| 75Δ | 48.57 | 36.2% | 1.8% | 53.94 | 22.4% | 0.6% |
| 80Δ | 47.53 | 38.8% | 1.5% | 54.43 | 21.7% | 0.3% |
No recorded observations