Share price$58.91
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:03:23.729Z
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 · 2026-10-22T20:00:00.158690833Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 67.61 | 52.0% | 16.3% | 53.09 | 49.4% | 11.5% |
| 25Δ | 64.48 | 41.8% | 11.1% | 55.04 | 41.1% | 8.4% |
| 30Δ | 62.75 | 36.5% | 8.4% | 56.31 | 36.2% | 6.5% |
| 35Δ | 61.53 | 32.5% | 6.5% | 57.30 | 32.2% | 5.0% |
| 40Δ | 60.63 | 29.8% | 5.2% | 58.09 | 29.7% | 3.9% |
| 45Δ | 59.89 | 27.9% | 4.2% | 58.70 | 31.5% | 3.6% |
| 50Δ | 59.29 | 28.5% | 3.7% | 59.31 | 31.5% | 3.1% |
| 55Δ | 58.68 | 29.0% | 3.2% | 59.92 | 29.7% | 2.4% |
| 60Δ | 58.06 | 29.4% | 2.8% | 60.57 | 29.4% | 1.9% |
| 65Δ | 57.43 | 29.3% | 2.4% | 61.23 | 29.4% | 1.5% |
| 70Δ | 56.77 | 29.3% | 1.9% | 61.90 | 29.1% | 1.2% |
| 75Δ | 56.07 | 29.4% | 1.6% | 62.75 | 29.6% | 0.9% |
| 80Δ | 55.25 | 29.7% | 1.3% | 63.64 | 29.6% | 0.6% |
No recorded observations