Share price$51.60
1D-0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:48:32.268Z
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 · 2026-10-22T22:30:00.003791744Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 69.97 | 86.8% | 37.5% | 46.42 | 46.7% | 11.7% |
| 25Δ | 61.40 | 57.3% | 20.8% | 47.49 | 45.9% | 10.1% |
| 30Δ | 54.82 | 35.3% | 8.1% | 48.57 | 45.1% | 8.5% |
| 35Δ | 54.13 | 35.6% | 7.4% | 49.65 | 44.2% | 7.0% |
| 40Δ | 53.44 | 35.9% | 6.6% | 50.51 | 43.4% | 6.0% |
| 45Δ | 52.75 | 36.2% | 5.9% | 51.27 | 42.5% | 5.2% |
| 50Δ | 52.05 | 36.5% | 5.1% | 52.03 | 41.6% | 4.5% |
| 55Δ | 51.36 | 36.8% | 4.4% | 52.79 | 40.7% | 3.8% |
| 60Δ | 50.67 | 37.1% | 3.7% | 53.55 | 39.8% | 3.0% |
| 65Δ | 49.96 | 37.6% | 2.9% | 54.31 | 38.9% | 2.3% |
| 70Δ | 48.58 | 42.9% | 2.6% | 55.22 | 38.5% | 1.6% |
| 75Δ | 47.20 | 48.3% | 2.3% | 57.50 | 42.6% | 1.3% |
| 80Δ | 45.83 | 53.6% | 2.0% | 59.79 | 46.7% | 1.0% |
No recorded observations