Share price$45.88
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:11:41.435Z
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 · 2026-10-22T20:10:00.003416573Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.74 | 30.8% | 9.3% | 42.62 | 34.3% | 8.2% |
| 25Δ | 48.32 | 23.9% | 6.3% | 43.76 | 28.2% | 5.9% |
| 30Δ | 47.58 | 20.4% | 4.8% | 45.00 | 15.9% | 2.8% |
| 35Δ | 47.00 | 17.7% | 3.6% | 45.27 | 16.2% | 2.5% |
| 40Δ | 46.70 | 16.5% | 3.1% | 45.55 | 16.4% | 2.1% |
| 45Δ | 46.40 | 15.3% | 2.5% | 45.82 | 16.7% | 1.8% |
| 50Δ | 46.11 | 14.1% | 2.0% | 46.09 | 16.9% | 1.5% |
| 55Δ | 45.87 | 13.3% | 1.7% | 46.36 | 16.7% | 1.3% |
| 60Δ | 45.67 | 12.9% | 1.5% | 46.63 | 16.5% | 1.0% |
| 65Δ | 45.46 | 12.4% | 1.3% | 46.90 | 16.4% | 0.8% |
| 70Δ | 45.26 | 11.9% | 1.0% | 47.37 | 18.0% | 0.6% |
| 75Δ | 45.06 | 11.4% | 0.8% | 47.95 | 20.5% | 0.5% |
| 80Δ | 44.47 | 13.2% | 0.6% | |||
No recorded observations