Share price$43.89
1D-1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:22:52.147Z
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 · 2026-10-22T22:30:00.000916797Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.46 | 64.0% | 14.6% | |||
| 25Δ | 40.11 | 55.3% | 11.1% | |||
| 30Δ | 47.93 | 50.4% | 11.7% | 41.45 | 46.6% | 8.2% |
| 35Δ | 46.56 | 43.8% | 8.8% | 42.37 | 41.4% | 6.4% |
| 40Δ | 45.64 | 40.1% | 7.0% | 43.11 | 37.7% | 5.0% |
| 45Δ | 44.86 | 36.3% | 5.5% | 43.68 | 36.1% | 4.1% |
| 50Δ | 44.25 | 33.7% | 4.4% | 44.25 | 35.3% | 3.4% |
| 55Δ | 43.71 | 32.5% | 3.6% | 44.81 | 35.5% | 2.9% |
| 60Δ | 43.21 | 32.1% | 3.0% | 45.39 | 35.4% | 2.4% |
| 65Δ | 42.70 | 31.8% | 2.5% | 45.97 | 35.1% | 1.9% |
| 70Δ | 42.19 | 31.4% | 2.1% | 46.73 | 36.5% | 1.5% |
| 75Δ | 41.59 | 31.7% | 1.7% | 47.50 | 36.9% | 1.1% |
| 80Δ | 40.93 | 32.4% | 1.4% | |||
No recorded observations