Share price$46.42
1D-0.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:05:34.298Z
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 · 2026-10-22T20:00:00.366129683Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:56:07.717064+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.05 | 57.2% | 18.1% | 41.35 | 55.3% | 12.8% |
| 25Δ | 51.30 | 46.2% | 12.3% | 43.00 | 46.8% | 9.5% |
| 30Δ | 49.85 | 41.2% | 9.5% | 44.09 | 41.9% | 7.4% |
| 35Δ | 48.78 | 37.0% | 7.4% | 45.00 | 36.8% | 5.6% |
| 40Δ | 47.92 | 33.1% | 5.7% | 45.65 | 33.9% | 4.5% |
| 45Δ | 47.31 | 31.1% | 4.7% | 46.24 | 32.1% | 3.7% |
| 50Δ | 46.75 | 29.8% | 3.9% | 46.75 | 31.7% | 3.1% |
| 55Δ | 46.25 | 29.2% | 3.3% | 47.28 | 31.6% | 2.6% |
| 60Δ | 45.75 | 29.1% | 2.8% | 47.83 | 31.8% | 2.1% |
| 65Δ | 45.24 | 29.5% | 2.4% | 48.48 | 32.8% | 1.7% |
| 70Δ | 44.73 | 29.4% | 2.0% | 49.19 | 33.9% | 1.4% |
| 75Δ | 44.22 | 28.8% | 1.6% | 49.94 | 34.3% | 1.0% |
| 80Δ | 43.64 | 28.5% | 1.2% | 51.13 | 37.1% | 0.8% |
No recorded observations