Share price$57.08
1D+2.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:37:46.114Z
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 · 2026-10-22T18:31:37.876425757Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 62.85 | 36.7% | 11.2% | 52.05 | 43.5% | 10.3% |
| 25Δ | 60.74 | 28.8% | 7.6% | 53.60 | 37.8% | 7.8% |
| 30Δ | 59.71 | 26.0% | 6.0% | 54.84 | 31.7% | 5.7% |
| 35Δ | 59.06 | 25.6% | 5.1% | 55.60 | 30.0% | 4.7% |
| 40Δ | 58.42 | 23.9% | 4.2% | 56.26 | 29.1% | 3.9% |
| 45Δ | 57.85 | 21.8% | 3.3% | 56.86 | 28.6% | 3.3% |
| 50Δ | 57.41 | 19.4% | 2.7% | 57.40 | 27.3% | 2.7% |
| 55Δ | 56.97 | 17.2% | 2.0% | 57.93 | 25.8% | 2.1% |
| 60Δ | 56.50 | 19.4% | 1.9% | 58.52 | 26.2% | 1.7% |
| 65Δ | 56.02 | 21.7% | 1.8% | 59.12 | 26.8% | 1.4% |
| 70Δ | 55.40 | 22.6% | 1.6% | 59.75 | 26.7% | 1.1% |
| 75Δ | 54.76 | 23.5% | 1.3% | 60.47 | 27.0% | 0.8% |
| 80Δ | 54.13 | 24.4% | 1.1% | 61.52 | 28.7% | 0.5% |
No recorded observations