Share price$44.95
1D+1.9%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T19:23:14.270Z
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 · 2026-10-22T19:23:14.011456747Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.50 | 22.4% | 8.8% | |||
| 25Δ | 47.96 | 22.2% | 7.8% | |||
| 30Δ | 47.43 | 21.9% | 6.8% | |||
| 35Δ | 46.89 | 21.7% | 5.9% | |||
| 40Δ | 46.35 | 21.5% | 4.9% | |||
| 45Δ | 45.81 | 21.2% | 4.0% | |||
| 50Δ | 45.27 | 21.0% | 3.0% | 45.47 | 30.5% | 2.9% |
| 55Δ | 46.37 | 34.2% | 2.6% | |||
| 60Δ | 47.27 | 37.8% | 2.3% | |||
| 65Δ | 48.17 | 41.5% | 2.1% | |||
| 70Δ | 49.07 | 45.1% | 1.8% | |||
| 75Δ | 49.97 | 48.8% | 1.6% | |||
| 80Δ | 57.74 | 75.6% | 1.4% | |||
No recorded observations