Share price$57.20
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:55:24.039Z
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 · 2026-10-22T20:10:00.001197215Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 62.94 | 36.6% | 11.1% | 52.12 | 43.9% | 10.3% |
| 25Δ | 60.82 | 28.6% | 7.5% | 53.70 | 37.9% | 7.8% |
| 30Δ | 59.78 | 25.5% | 5.8% | 54.96 | 31.8% | 5.7% |
| 35Δ | 59.14 | 25.0% | 5.0% | 55.70 | 30.5% | 4.8% |
| 40Δ | 58.52 | 23.4% | 4.1% | 56.36 | 29.8% | 4.0% |
| 45Δ | 57.94 | 21.6% | 3.3% | 56.98 | 29.4% | 3.3% |
| 50Δ | 57.53 | 19.5% | 2.7% | 57.53 | 27.9% | 2.7% |
| 55Δ | 57.12 | 17.4% | 2.1% | 58.10 | 26.8% | 2.1% |
| 60Δ | 56.66 | 18.3% | 1.8% | 58.72 | 27.7% | 1.8% |
| 65Δ | 56.18 | 20.5% | 1.7% | 59.36 | 28.1% | 1.5% |
| 70Δ | 55.60 | 21.7% | 1.5% | 60.02 | 28.3% | 1.1% |
| 75Δ | 54.98 | 22.4% | 1.3% | 60.84 | 29.0% | 0.8% |
| 80Δ | 54.36 | 23.1% | 1.1% | 61.83 | 29.9% | 0.6% |
No recorded observations