Share price$46.59
1D+13.7%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:41:25.303Z
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 · 2026-10-23T19:41:21.379914905Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.76 | 45.0% | 14.6% | 41.34 | 54.2% | 13.1% |
| 25Δ | 51.58 | 45.1% | 12.6% | 42.45 | 52.7% | 11.3% |
| 30Δ | 50.40 | 45.3% | 10.5% | 43.55 | 51.3% | 9.5% |
| 35Δ | 49.49 | 45.5% | 9.1% | 44.66 | 49.8% | 7.7% |
| 40Δ | 48.71 | 45.8% | 8.2% | 45.63 | 50.1% | 6.6% |
| 45Δ | 47.93 | 46.2% | 7.3% | 46.53 | 51.2% | 5.9% |
| 50Δ | 47.15 | 46.5% | 6.3% | 47.43 | 52.2% | 5.2% |
| 55Δ | 46.37 | 46.8% | 5.4% | 48.33 | 53.3% | 4.4% |
| 60Δ | 45.59 | 47.1% | 4.5% | 49.23 | 54.3% | 3.7% |
| 65Δ | 44.76 | 47.4% | 3.6% | 50.15 | 55.0% | 3.0% |
| 70Δ | 43.74 | 48.0% | 3.1% | 51.22 | 53.4% | 2.4% |
| 75Δ | 42.72 | 48.5% | 2.6% | 52.29 | 51.9% | 1.9% |
| 80Δ | 41.70 | 49.1% | 2.0% | 53.35 | 50.3% | 1.3% |
No recorded observations