Share price$51.70
1D-0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:07:09.137Z
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 · 2026-10-22T20:14:07.511948716Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 70.20 | 87.0% | 37.7% | 46.46 | 47.2% | 11.8% |
| 25Δ | 61.78 | 58.0% | 21.3% | 47.56 | 46.4% | 10.2% |
| 30Δ | 54.87 | 34.7% | 7.9% | 48.65 | 45.6% | 8.6% |
| 35Δ | 54.19 | 34.9% | 7.2% | 49.74 | 44.8% | 7.0% |
| 40Δ | 53.51 | 35.1% | 6.5% | 50.60 | 44.0% | 6.1% |
| 45Δ | 52.83 | 35.3% | 5.8% | 51.38 | 43.2% | 5.3% |
| 50Δ | 52.15 | 35.5% | 5.0% | 52.16 | 42.4% | 4.6% |
| 55Δ | 51.48 | 35.8% | 4.3% | 52.94 | 41.6% | 3.8% |
| 60Δ | 50.80 | 36.0% | 3.6% | 53.72 | 40.8% | 3.1% |
| 65Δ | 50.12 | 36.2% | 2.9% | 54.51 | 40.0% | 2.3% |
| 70Δ | 48.87 | 40.3% | 2.5% | 55.44 | 39.5% | 1.7% |
| 75Δ | 47.50 | 45.3% | 2.2% | 56.62 | 39.6% | 1.3% |
| 80Δ | 46.14 | 50.3% | 1.9% | 57.81 | 39.7% | 0.9% |
No recorded observations