Share price$43.35
1D-1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:06:07.313Z
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 · 2026-10-22T20:10:00.0008609Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.69 | 58.6% | 18.7% | 38.93 | 51.2% | 11.9% |
| 25Δ | 48.32 | 49.3% | 13.4% | 40.31 | 43.9% | 9.0% |
| 30Δ | 46.69 | 42.6% | 9.9% | 41.33 | 38.1% | 6.8% |
| 35Δ | 45.78 | 41.3% | 8.2% | 42.10 | 34.4% | 5.3% |
| 40Δ | 45.23 | 44.5% | 7.7% | 42.63 | 35.2% | 4.7% |
| 45Δ | 44.35 | 36.9% | 5.6% | 43.14 | 34.9% | 4.0% |
| 50Δ | 43.66 | 32.1% | 4.2% | 43.62 | 32.0% | 3.2% |
| 55Δ | 43.17 | 32.4% | 3.6% | 44.17 | 31.2% | 2.5% |
| 60Δ | 42.69 | 31.7% | 3.0% | 44.97 | 38.6% | 2.6% |
| 65Δ | 42.23 | 30.6% | 2.5% | 45.47 | 36.6% | 2.0% |
| 70Δ | 41.75 | 29.8% | 2.0% | 45.96 | 34.3% | 1.4% |
| 75Δ | 41.26 | 29.2% | 1.6% | 47.31 | 40.7% | 1.3% |
| 80Δ | 40.75 | 28.5% | 1.2% | 48.68 | 44.2% | 1.0% |
No recorded observations