Share price$42.55
1D+2.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:50:26.164Z
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 · 2026-10-22T22:30:00.003349769Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.74 | 58.6% | 18.6% | 38.12 | 52.5% | 12.2% |
| 25Δ | 46.72 | 43.2% | 11.5% | 39.64 | 42.7% | 8.7% |
| 30Δ | 45.07 | 33.4% | 7.6% | 40.71 | 35.3% | 6.3% |
| 35Δ | 44.21 | 28.5% | 5.7% | 41.42 | 30.8% | 4.8% |
| 40Δ | 43.64 | 25.3% | 4.5% | 42.00 | 27.4% | 3.6% |
| 45Δ | 43.17 | 22.6% | 3.5% | 42.38 | 25.5% | 2.9% |
| 50Δ | 42.83 | 20.7% | 2.9% | 42.76 | 23.6% | 2.2% |
| 55Δ | 42.56 | 19.1% | 2.4% | 43.12 | 22.1% | 1.7% |
| 60Δ | 42.29 | 17.5% | 1.9% | 43.43 | 21.5% | 1.4% |
| 65Δ | 42.02 | 15.9% | 1.4% | 43.74 | 20.8% | 1.0% |
| 70Δ | 41.85 | 14.7% | 1.2% | 44.13 | 21.0% | 0.8% |
| 75Δ | 41.68 | 13.4% | 1.1% | 44.96 | 25.8% | 0.7% |
| 80Δ | 41.52 | 12.2% | 0.9% | 46.44 | 33.4% | 0.7% |
No recorded observations