Share price$42.10
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:38:02.274Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 · 2026-10-23T19:37:48.352489746Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 37.74 | 39.8% | 13.7% | |||
| 30Δ | 38.64 | 38.6% | 12.5% | |||
| 35Δ | 39.54 | 37.4% | 11.3% | |||
| 40Δ | 40.44 | 36.2% | 10.1% | |||
| 45Δ | 41.34 | 35.0% | 8.9% | |||
| 50Δ | 42.24 | 33.8% | 7.7% | |||
| 55Δ | 43.14 | 32.6% | 6.5% | |||
| 60Δ | 44.04 | 31.4% | 5.3% | |||
| 65Δ | 44.94 | 30.2% | 4.2% | |||
| 70Δ | 45.84 | 28.9% | 3.0% | |||
| 75Δ | 46.74 | 27.7% | 1.8% | |||
| 80Δ | 47.65 | 26.5% | 0.6% | |||
No recorded observations