Share price$51.99
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:56.078Z
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 · 2026-10-22T20:00:00.38679861Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 58.34 | 43.8% | 13.5% | 46.94 | 48.5% | 11.3% |
| 25Δ | 56.14 | 35.8% | 9.4% | 48.55 | 41.3% | 8.5% |
| 30Δ | 55.08 | 32.4% | 7.6% | 49.69 | 36.4% | 6.5% |
| 35Δ | 54.07 | 29.4% | 5.8% | 50.55 | 32.7% | 5.1% |
| 40Δ | 52.92 | 17.8% | 3.2% | 51.23 | 30.2% | 4.0% |
| 45Δ | 52.58 | 17.1% | 2.7% | 51.79 | 28.8% | 3.3% |
| 50Δ | 52.24 | 16.3% | 2.3% | 52.32 | 28.0% | 2.7% |
| 55Δ | 51.84 | 17.6% | 2.0% | 52.83 | 27.6% | 2.2% |
| 60Δ | 51.30 | 24.2% | 2.3% | 53.34 | 27.2% | 1.8% |
| 65Δ | 50.74 | 28.0% | 2.3% | 53.86 | 26.8% | 1.4% |
| 70Δ | 50.16 | 28.4% | 1.9% | 54.29 | 25.6% | 1.0% |
| 75Δ | 49.43 | 29.8% | 1.6% | 54.70 | 23.9% | 0.7% |
| 80Δ | 48.73 | 30.1% | 1.3% | 55.24 | 23.1% | 0.4% |
No recorded observations