Share price$41.51
1D+18.5%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T23:24:21.301Z
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 · 2026-10-22T23:16:23.796432072Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.38 | 33.2% | 10.3% | 34.79 | 88.3% | 19.3% |
| 25Δ | 36.22 | 91.2% | 17.4% | |||
| 30Δ | 37.59 | 94.4% | 15.8% | |||
| 35Δ | 38.95 | 97.7% | 14.1% | |||
| 40Δ | 40.45 | 102.4% | 12.6% | |||
| 45Δ | 42.38 | 111.9% | 11.7% | |||
| 50Δ | 44.31 | 121.4% | 10.8% | |||
| 55Δ | 47.72 | 142.0% | 10.4% | |||
| 60Δ | 52.40 | 165.2% | 10.0% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations