Share price$55.27
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:48:25.775Z
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 · 2026-10-22T22:30:00.00400519Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 61.29 | 39.5% | 12.1% | 50.66 | 41.0% | 9.7% |
| 25Δ | 58.87 | 29.4% | 7.7% | 52.18 | 34.5% | 7.1% |
| 30Δ | 57.76 | 25.5% | 5.8% | 53.23 | 30.1% | 5.4% |
| 35Δ | 57.12 | 24.7% | 4.9% | 54.02 | 26.9% | 4.1% |
| 40Δ | 56.45 | 20.7% | 3.7% | 54.59 | 23.8% | 3.2% |
| 45Δ | 55.87 | 18.1% | 2.8% | 55.14 | 22.0% | 2.5% |
| 50Δ | 55.49 | 19.5% | 2.6% | 55.60 | 23.6% | 2.2% |
| 55Δ | 55.11 | 20.9% | 2.4% | 56.04 | 24.5% | 2.0% |
| 60Δ | 54.82 | 19.9% | 2.1% | 56.29 | 22.0% | 1.5% |
| 65Δ | 54.56 | 18.0% | 1.7% | 56.54 | 19.4% | 1.1% |
| 70Δ | 54.30 | 16.0% | 1.3% | 56.79 | 16.8% | 0.7% |
| 75Δ | 54.04 | 14.1% | 0.9% | 58.06 | 23.1% | 0.6% |
| 80Δ | 53.06 | 18.1% | 0.8% | 58.92 | 24.6% | 0.4% |
No recorded observations