Share price$43.41
1D-0.4%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-24T03:21:29.919Z
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 · 2026-10-23T20:00:00.122422636Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T03:21:30.217865+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 47.00 | 31.2% | 9.2% | 40.63 | 31.3% | 7.4% |
| 25Δ | 45.90 | 26.7% | 6.8% | 41.52 | 26.7% | 5.5% |
| 30Δ | 45.17 | 23.4% | 5.2% | 42.16 | 23.5% | 4.1% |
| 35Δ | 44.67 | 21.3% | 4.2% | 42.60 | 21.4% | 3.3% |
| 40Δ | 44.25 | 19.4% | 3.4% | 43.02 | 19.5% | 2.5% |
| 45Δ | 43.89 | 18.3% | 2.8% | 43.30 | 18.8% | 2.1% |
| 50Δ | 43.61 | 18.2% | 2.4% | 43.57 | 18.1% | 1.7% |
| 55Δ | 43.33 | 18.1% | 2.1% | 43.84 | 17.5% | 1.3% |
| 60Δ | 43.04 | 18.0% | 1.8% | 44.13 | 17.2% | 1.0% |
| 65Δ | 42.76 | 17.8% | 1.5% | 44.45 | 17.6% | 0.8% |
| 70Δ | 42.47 | 17.6% | 1.3% | 44.77 | 17.9% | 0.6% |
| 75Δ | 42.18 | 17.4% | 1.1% | 45.15 | 18.5% | 0.4% |
| 80Δ | 41.79 | 17.7% | 0.8% | 45.69 | 19.7% | 0.3% |
No recorded observations