Share price$42.14
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:37:18.629Z
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 · 2026-10-23T00:00:00.121769121Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.45 | 52.8% | 16.5% | 38.21 | 46.3% | 10.9% |
| 25Δ | 45.82 | 39.0% | 10.3% | 39.62 | 36.8% | 7.6% |
| 30Δ | 44.42 | 30.4% | 7.0% | 40.49 | 31.5% | 5.7% |
| 35Δ | 43.62 | 25.3% | 5.1% | 41.14 | 27.5% | 4.2% |
| 40Δ | 43.02 | 21.5% | 3.8% | 41.60 | 24.6% | 3.3% |
| 45Δ | 42.71 | 19.8% | 3.2% | 42.04 | 21.9% | 2.4% |
| 50Δ | 42.42 | 18.1% | 2.6% | 42.31 | 20.6% | 2.0% |
| 55Δ | 42.12 | 16.5% | 2.0% | 42.59 | 19.3% | 1.5% |
| 60Δ | 41.82 | 15.8% | 1.7% | 42.86 | 17.9% | 1.1% |
| 65Δ | 41.51 | 15.6% | 1.4% | 43.24 | 18.5% | 0.8% |
| 70Δ | 41.21 | 15.4% | 1.2% | 43.73 | 20.9% | 0.7% |
| 75Δ | 40.91 | 15.3% | 0.9% | |||
| 80Δ | 40.60 | 15.1% | 0.7% | |||
No recorded observations