Share price$49.59
1D+0.0%
Sold putSold call
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Market dataready · fetched 2026-10-23T13:31:49.014Z
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 · 2026-10-23T13:31:33.839986366Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T13:31:48.458468+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.34 | 4.0% | 1.6% | 49.13 | 5.4% | 1.1% |
| 25Δ | 49.99 | 2.5% | 0.9% | 49.24 | 5.6% | 1.0% |
| 30Δ | 49.89 | 3.0% | 0.9% | 49.35 | 5.8% | 0.9% |
| 35Δ | 49.79 | 3.4% | 0.8% | 49.46 | 6.0% | 0.8% |
| 40Δ | 49.68 | 3.9% | 0.7% | 49.56 | 6.1% | 0.7% |
| 45Δ | 49.58 | 4.4% | 0.7% | 49.67 | 6.3% | 0.6% |
| 50Δ | 49.48 | 4.9% | 0.6% | 49.78 | 6.5% | 0.5% |
| 55Δ | 49.38 | 5.3% | 0.6% | 49.89 | 6.7% | 0.4% |
| 60Δ | 49.27 | 5.8% | 0.5% | 49.99 | 6.9% | 0.2% |
| 65Δ | 49.17 | 6.3% | 0.4% | 50.32 | 9.0% | 0.2% |
| 70Δ | 49.07 | 6.7% | 0.4% | 50.67 | 11.1% | 0.2% |
| 75Δ | 48.30 | 15.7% | 0.9% | 51.04 | 13.4% | 0.2% |
| 80Δ | 51.96 | 18.2% | 0.2% | |||
No recorded observations