Share price$45.62
1D-0.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:29:19.844Z
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 · 2026-10-22T18:21:04.71857255Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 43.12 | 44.7% | 8.1% | |||
| 35Δ | 43.73 | 43.2% | 7.4% | |||
| 40Δ | 44.34 | 41.6% | 6.7% | |||
| 45Δ | 44.94 | 40.1% | 6.0% | |||
| 50Δ | 45.55 | 38.5% | 5.3% | |||
| 55Δ | 46.15 | 37.0% | 4.6% | |||
| 60Δ | 46.76 | 35.5% | 3.9% | |||
| 65Δ | 47.36 | 33.9% | 3.2% | |||
| 70Δ | 47.97 | 32.4% | 2.5% | |||
| 75Δ | 48.58 | 30.9% | 1.8% | |||
| 80Δ | 49.18 | 29.3% | 1.1% | |||
No recorded observations