Share price$51.45
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:22:39.179Z
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 · 2026-10-22T20:00:00.092337215Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 62.14 | 69.3% | 22.8% | 44.18 | 74.8% | 16.7% |
| 25Δ | 59.73 | 67.3% | 18.7% | 45.81 | 74.2% | 14.5% |
| 30Δ | 58.10 | 67.8% | 16.2% | 47.26 | 74.5% | 12.6% |
| 35Δ | 56.59 | 67.9% | 14.1% | 48.69 | 73.4% | 10.9% |
| 40Δ | 55.20 | 68.1% | 12.2% | 50.04 | 72.2% | 9.3% |
| 45Δ | 53.85 | 67.9% | 10.5% | 51.35 | 71.5% | 8.0% |
| 50Δ | 52.59 | 68.6% | 9.1% | 52.67 | 71.1% | 6.8% |
| 55Δ | 51.32 | 68.5% | 7.7% | 54.01 | 71.1% | 5.7% |
| 60Δ | 50.08 | 68.5% | 6.5% | 55.31 | 69.6% | 4.7% |
| 65Δ | 48.79 | 69.5% | 5.5% | 56.77 | 69.8% | 3.8% |
| 70Δ | 47.45 | 70.0% | 4.5% | 58.42 | 70.4% | 3.1% |
| 75Δ | 46.01 | 71.0% | 3.6% | 60.24 | 70.8% | 2.3% |
| 80Δ | 44.47 | 71.2% | 2.7% | 62.64 | 71.9% | 1.7% |
No recorded observations