Share price$50.27
1D+9.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:31:31.163Z
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 · 2026-10-22T23:00:00.001499074Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.59 | 30.7% | 9.6% | 46.26 | 34.8% | 9.2% |
| 25Δ | 53.95 | 30.8% | 8.7% | 47.03 | 34.4% | 8.1% |
| 30Δ | 53.30 | 30.8% | 7.9% | 47.79 | 34.1% | 7.0% |
| 35Δ | 52.66 | 30.9% | 7.0% | 48.55 | 33.7% | 5.9% |
| 40Δ | 52.01 | 31.0% | 6.1% | 49.31 | 33.3% | 4.8% |
| 45Δ | 51.37 | 31.0% | 5.2% | 50.08 | 33.1% | 3.8% |
| 50Δ | 50.72 | 31.1% | 4.4% | 50.90 | 34.6% | 3.4% |
| 55Δ | 50.08 | 31.2% | 3.5% | 51.72 | 36.1% | 3.0% |
| 60Δ | 49.40 | 30.9% | 3.1% | 52.54 | 37.6% | 2.6% |
| 65Δ | 48.73 | 30.6% | 2.7% | 53.37 | 39.1% | 2.1% |
| 70Δ | 48.05 | 30.2% | 2.3% | 54.19 | 40.6% | 1.7% |
| 75Δ | 47.38 | 29.9% | 1.9% | 55.02 | 42.1% | 1.3% |
| 80Δ | 46.70 | 29.6% | 1.5% | 57.29 | 47.3% | 1.0% |
No recorded observations