Share price$49.22
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:20:57.047Z
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 · 2026-10-22T23:00:00.001731678Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 57.81 | 61.3% | 19.9% | |||
| 25Δ | 56.93 | 67.5% | 18.9% | 42.03 | 105.0% | 19.6% |
| 30Δ | 56.06 | 73.7% | 17.9% | 44.93 | 82.0% | 13.7% |
| 35Δ | 55.19 | 79.9% | 16.9% | 46.23 | 75.4% | 11.6% |
| 40Δ | 53.52 | 71.8% | 13.7% | 47.49 | 69.1% | 9.5% |
| 45Δ | 51.62 | 59.7% | 9.9% | 48.75 | 62.9% | 7.5% |
| 50Δ | 49.89 | 49.1% | 6.4% | 50.01 | 56.7% | 5.5% |
| 55Δ | 49.12 | 47.5% | 5.7% | 50.92 | 54.8% | 4.7% |
| 60Δ | 48.35 | 45.8% | 4.9% | 51.82 | 53.0% | 3.9% |
| 65Δ | 47.57 | 44.2% | 4.1% | 52.73 | 51.2% | 3.2% |
| 70Δ | 46.80 | 42.6% | 3.3% | 53.64 | 49.4% | 2.4% |
| 75Δ | 46.03 | 40.9% | 2.5% | 54.55 | 47.6% | 1.6% |
| 80Δ | 45.26 | 39.3% | 1.7% | 57.50 | 56.9% | 1.3% |
No recorded observations