Share price$56.29
1D+0.9%
Sold putSold callAH
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 2026-10-22T22:29:08.269Z
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 · 2026-10-22T20:10:00.000395033Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 66.44 | 64.4% | 20.1% | 45.15 | 117.5% | 24.1% |
| 25Δ | 68.72 | 89.5% | 25.6% | 48.93 | 92.0% | 17.4% |
| 30Δ | 68.14 | 95.8% | 25.4% | 51.31 | 76.4% | 13.3% |
| 35Δ | 63.87 | 77.7% | 17.8% | 53.14 | 64.5% | 10.1% |
| 40Δ | 59.89 | 60.8% | 10.8% | 54.97 | 52.7% | 7.0% |
| 45Δ | 58.73 | 56.3% | 9.2% | 56.06 | 52.5% | 6.1% |
| 50Δ | 57.58 | 51.8% | 7.5% | 57.14 | 52.4% | 5.3% |
| 55Δ | 56.42 | 47.2% | 5.8% | 58.22 | 52.3% | 4.5% |
| 60Δ | 55.26 | 42.7% | 4.1% | 59.29 | 52.2% | 3.6% |
| 65Δ | 54.03 | 44.0% | 3.4% | 60.43 | 51.8% | 2.9% |
| 70Δ | 52.77 | 47.0% | 3.0% | 61.68 | 50.9% | 2.3% |
| 75Δ | 51.52 | 50.0% | 2.5% | 62.93 | 49.9% | 1.7% |
| 80Δ | 50.26 | 53.0% | 2.1% | 64.18 | 49.0% | 1.2% |
No recorded observations