Share price$58.90
1D+4.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:47:08.913Z
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 · 2026-10-22T21:27:42.250896605Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 67.25 | 48.5% | 15.6% | 53.01 | 49.5% | 11.7% |
| 25Δ | 65.33 | 47.6% | 12.8% | 54.24 | 49.7% | 10.2% |
| 30Δ | 64.01 | 47.5% | 11.1% | 55.43 | 49.4% | 8.8% |
| 35Δ | 62.81 | 47.7% | 9.6% | 56.53 | 48.4% | 7.5% |
| 40Δ | 61.71 | 47.6% | 8.4% | 57.63 | 47.5% | 6.3% |
| 45Δ | 60.65 | 47.5% | 7.2% | 58.63 | 47.9% | 5.5% |
| 50Δ | 59.62 | 47.3% | 6.2% | 59.64 | 48.2% | 4.7% |
| 55Δ | 58.63 | 47.0% | 5.3% | 60.65 | 47.8% | 4.0% |
| 60Δ | 57.64 | 46.7% | 4.4% | 61.65 | 47.1% | 3.2% |
| 65Δ | 56.56 | 47.7% | 3.7% | 62.71 | 46.6% | 2.6% |
| 70Δ | 55.45 | 48.9% | 3.1% | 64.04 | 47.6% | 2.1% |
| 75Δ | 54.37 | 48.4% | 2.5% | 65.58 | 48.9% | 1.6% |
| 80Δ | 53.30 | 46.8% | 1.9% | 67.69 | 50.9% | 1.1% |
No recorded observations