Share price$45.78
1D+0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:06:40.894Z
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 · 2026-10-23T15:04:10.936565168Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 45.21 | 15.6% | 2.4% | |||
| 40Δ | 45.48 | 15.8% | 2.1% | |||
| 45Δ | 45.75 | 16.1% | 1.8% | |||
| 50Δ | 46.02 | 16.3% | 1.6% | |||
| 55Δ | 46.29 | 16.6% | 1.3% | |||
| 60Δ | 46.57 | 16.8% | 1.1% | |||
| 65Δ | 46.84 | 17.0% | 0.8% | |||
| 70Δ | 47.20 | 17.8% | 0.6% | |||
| 75Δ | 47.72 | 19.4% | 0.5% | |||
| 80Δ | 48.65 | 23.6% | 0.4% | |||
No recorded observations