Share price$49.42
1D+1.1%
Sold putSold call
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 2026-10-23T15:47:44.016Z
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 · 2026-10-23T15:46:05.113626669Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 57.77 | 60.5% | 19.3% | |||
| 25Δ | 56.93 | 66.7% | 18.4% | 42.22 | 105.9% | 19.5% |
| 30Δ | 56.08 | 72.9% | 17.4% | 45.08 | 83.0% | 13.7% |
| 35Δ | 55.23 | 79.1% | 16.5% | 46.27 | 72.8% | 11.3% |
| 40Δ | 53.69 | 72.3% | 13.6% | 47.47 | 62.5% | 8.9% |
| 45Δ | 51.89 | 60.5% | 10.0% | 48.66 | 52.3% | 6.5% |
| 50Δ | 50.08 | 48.7% | 6.3% | 49.85 | 42.0% | 4.1% |
| 55Δ | 49.29 | 46.7% | 5.4% | 50.82 | 41.6% | 3.4% |
| 60Δ | 48.54 | 45.1% | 4.7% | 51.76 | 42.7% | 2.9% |
| 65Δ | 47.79 | 43.5% | 4.0% | 52.70 | 43.7% | 2.4% |
| 70Δ | 47.04 | 42.0% | 3.2% | 53.64 | 44.8% | 1.9% |
| 75Δ | 46.29 | 40.4% | 2.5% | 54.58 | 45.8% | 1.5% |
| 80Δ | 45.54 | 38.8% | 1.8% | 57.13 | 53.9% | 1.2% |
No recorded observations