Share price$42.33
1D+1.1%
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 2026-10-23T03:51:35.142Z
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 · 2026-10-22T20:00:00.136974433Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.91 | 54.7% | 17.1% | 38.14 | 49.7% | 11.6% |
| 25Δ | 46.16 | 40.4% | 10.6% | 39.54 | 41.0% | 8.4% |
| 30Δ | 44.74 | 32.1% | 7.3% | 40.47 | 35.8% | 6.4% |
| 35Δ | 43.85 | 26.0% | 5.2% | 41.18 | 31.7% | 4.9% |
| 40Δ | 42.98 | 15.3% | 2.7% | 41.72 | 28.7% | 3.8% |
| 45Δ | 42.74 | 15.7% | 2.5% | 42.16 | 26.0% | 3.0% |
| 50Δ | 42.50 | 16.0% | 2.2% | 42.50 | 23.8% | 2.3% |
| 55Δ | 42.26 | 16.4% | 2.0% | 42.83 | 21.6% | 1.7% |
| 60Δ | 42.02 | 16.7% | 1.7% | 43.21 | 21.1% | 1.3% |
| 65Δ | 41.80 | 16.0% | 1.5% | 43.62 | 22.1% | 1.1% |
| 70Δ | 41.58 | 15.2% | 1.3% | 44.06 | 23.4% | 0.9% |
| 75Δ | 41.36 | 14.4% | 1.0% | 44.83 | 26.8% | 0.8% |
| 80Δ | 41.14 | 13.7% | 0.8% | 45.63 | 28.7% | 0.5% |
No recorded observations