Share price$44.29
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:28:39.201Z
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 · 2026-10-22T20:00:00.090387557Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 46.51 | 18.2% | 5.6% | 42.02 | 24.6% | 5.9% |
| 25Δ | 46.02 | 17.7% | 4.6% | 42.48 | 24.6% | 5.2% |
| 30Δ | 45.70 | 17.8% | 4.1% | 42.94 | 24.6% | 4.4% |
| 35Δ | 45.39 | 17.9% | 3.6% | 43.36 | 24.1% | 3.8% |
| 40Δ | 45.07 | 18.0% | 3.2% | 43.77 | 23.6% | 3.2% |
| 45Δ | 44.79 | 17.7% | 2.8% | 44.13 | 22.4% | 2.6% |
| 50Δ | 44.51 | 17.3% | 2.4% | 44.42 | 20.3% | 2.0% |
| 55Δ | 44.24 | 16.8% | 2.0% | 44.71 | 18.3% | 1.5% |
| 60Δ | 43.94 | 16.7% | 1.7% | 45.00 | 16.2% | 1.0% |
| 65Δ | 43.55 | 18.5% | 1.6% | 45.38 | 17.4% | 0.8% |
| 70Δ | 43.15 | 20.4% | 1.4% | 45.77 | 18.6% | 0.6% |
| 75Δ | 42.73 | 21.2% | 1.2% | 46.09 | 18.5% | 0.5% |
| 80Δ | 42.28 | 21.4% | 1.0% | 46.29 | 16.7% | 0.3% |
No recorded observations