Share price$45.90
1D+1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:44:56.970Z
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 · 2026-10-23T16:43:22.789633012Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.20 | 43.1% | 19.9% | |||
| 25Δ | 53.25 | 42.2% | 18.3% | |||
| 30Δ | 52.30 | 41.3% | 16.7% | |||
| 35Δ | 51.35 | 40.4% | 15.2% | |||
| 40Δ | 50.40 | 39.5% | 13.6% | |||
| 45Δ | 49.44 | 38.7% | 12.0% | |||
| 50Δ | 48.49 | 37.8% | 10.5% | |||
| 55Δ | 47.54 | 36.9% | 8.9% | |||
| 60Δ | 46.59 | 36.0% | 7.3% | |||
| 65Δ | 45.63 | 35.1% | 5.8% | |||
| 70Δ | 44.68 | 34.2% | 4.2% | |||
| 75Δ | 43.73 | 33.3% | 2.6% | |||
| 80Δ | ||||||
No recorded observations