Share price$43.73
1D+0.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:57:41.619Z
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 · 2026-10-22T20:00:00.374924179Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:57:38.966877+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.12 | 28.7% | 6.9% | |||
| 25Δ | 46.03 | 23.9% | 6.2% | 41.96 | 24.9% | 5.1% |
| 30Δ | 45.67 | 25.8% | 5.8% | 42.47 | 22.8% | 4.1% |
| 35Δ | 45.33 | 27.9% | 5.5% | 42.97 | 20.8% | 3.1% |
| 40Δ | 44.99 | 29.9% | 5.2% | 43.29 | 19.7% | 2.6% |
| 45Δ | 44.46 | 25.7% | 4.0% | 43.60 | 18.7% | 2.1% |
| 50Δ | 43.94 | 22.4% | 2.9% | 43.90 | 17.7% | 1.6% |
| 55Δ | 43.54 | 24.2% | 2.7% | 44.20 | 17.5% | 1.3% |
| 60Δ | 43.15 | 26.0% | 2.5% | 44.50 | 17.7% | 1.1% |
| 65Δ | 42.60 | 29.1% | 2.3% | 44.80 | 17.9% | 0.9% |
| 70Δ | 41.95 | 33.0% | 2.2% | |||
| 75Δ | 41.07 | 37.5% | 2.0% | |||
| 80Δ | 40.71 | 33.8% | 1.5% | |||
No recorded observations