Share price$59.15
1D+4.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:01:50.245Z
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 · 2026-10-22T23:00:00.001415877Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 67.36 | 47.5% | 15.3% | 53.12 | 50.5% | 11.9% |
| 25Δ | 65.48 | 46.5% | 12.5% | 54.38 | 50.9% | 10.4% |
| 30Δ | 64.13 | 46.2% | 10.8% | 55.58 | 50.6% | 9.0% |
| 35Δ | 62.95 | 46.2% | 9.3% | 56.73 | 49.6% | 7.7% |
| 40Δ | 61.87 | 46.1% | 8.1% | 57.84 | 49.2% | 6.5% |
| 45Δ | 60.84 | 45.8% | 7.0% | 58.89 | 49.7% | 5.7% |
| 50Δ | 59.83 | 45.5% | 5.9% | 59.93 | 50.2% | 4.9% |
| 55Δ | 58.89 | 45.0% | 5.0% | 60.99 | 49.7% | 4.1% |
| 60Δ | 57.94 | 44.5% | 4.2% | 62.06 | 49.2% | 3.4% |
| 65Δ | 56.94 | 44.6% | 3.5% | 63.31 | 49.8% | 2.7% |
| 70Δ | 55.88 | 45.4% | 2.9% | 64.71 | 51.3% | 2.2% |
| 75Δ | 54.85 | 45.7% | 2.4% | 66.78 | 54.0% | 1.8% |
| 80Δ | 53.90 | 43.3% | 1.8% | 69.01 | 57.0% | 1.3% |
No recorded observations