Share price$51.58
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:15:49.903Z
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 · 2026-10-22T15:33:38.231366108Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 47.35 | 75.1% | 12.7% | |||
| 35Δ | 48.79 | 74.2% | 11.0% | |||
| 40Δ | 50.16 | 73.0% | 9.4% | |||
| 45Δ | 51.49 | 72.3% | 8.0% | |||
| 50Δ | 52.83 | 72.3% | 6.9% | |||
| 55Δ | 51.44 | 67.3% | 7.6% | 54.19 | 72.1% | 5.8% |
| 60Δ | 50.20 | 67.6% | 6.4% | 55.55 | 71.1% | 4.8% |
| 65Δ | 48.95 | 67.9% | 5.3% | 57.05 | 71.4% | 3.9% |
| 70Δ | 47.65 | 68.2% | 4.4% | 58.72 | 71.8% | 3.1% |
| 75Δ | 46.25 | 68.8% | 3.5% | 60.69 | 72.8% | 2.4% |
| 80Δ | 44.79 | 68.7% | 2.6% | 63.39 | 75.1% | 1.8% |
No recorded observations