Share price$46.97
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:06:33.225Z
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 · 2026-10-22T20:10:00.002857168Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.56 | 35.6% | 10.8% | 43.45 | 36.4% | 8.7% |
| 25Δ | 49.76 | 26.8% | 7.0% | 44.67 | 29.8% | 6.2% |
| 30Δ | 48.84 | 22.3% | 5.1% | 45.47 | 25.5% | 4.6% |
| 35Δ | 48.28 | 19.9% | 4.1% | 46.08 | 22.2% | 3.4% |
| 40Δ | 47.84 | 18.3% | 3.3% | 46.48 | 20.1% | 2.7% |
| 45Δ | 47.53 | 17.3% | 2.8% | 46.87 | 18.1% | 2.0% |
| 50Δ | 47.22 | 16.4% | 2.3% | 47.15 | 16.7% | 1.5% |
| 55Δ | 46.92 | 15.7% | 1.9% | 47.38 | 15.7% | 1.2% |
| 60Δ | 46.64 | 15.6% | 1.7% | 47.60 | 14.8% | 0.9% |
| 65Δ | 46.37 | 15.5% | 1.4% | 47.83 | 13.8% | 0.6% |
| 70Δ | 46.09 | 15.4% | 1.2% | 48.12 | 13.4% | 0.4% |
| 75Δ | 45.71 | 16.0% | 1.0% | 48.58 | 15.0% | 0.3% |
| 80Δ | 45.26 | 17.0% | 0.8% | 49.13 | 17.1% | 0.2% |
No recorded observations