Share price$49.24
1D-6.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:54:49.230Z
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 · 2026-10-22T22:30:00.001045672Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 93.92 | 202.4% | 95.7% | 38.57 | 133.2% | 26.6% |
| 25Δ | 70.32 | 143.0% | 47.8% | 45.00 | 55.8% | 11.1% |
| 30Δ | 61.93 | 111.4% | 30.7% | 45.94 | 53.3% | 9.8% |
| 35Δ | 56.27 | 86.6% | 19.2% | 46.88 | 50.9% | 8.4% |
| 40Δ | 53.57 | 73.0% | 13.9% | 47.82 | 48.5% | 7.1% |
| 45Δ | 51.73 | 62.6% | 10.3% | 48.76 | 46.1% | 5.7% |
| 50Δ | 49.94 | 52.9% | 6.9% | 49.70 | 43.6% | 4.4% |
| 55Δ | 48.99 | 52.8% | 6.0% | 50.86 | 43.4% | 3.6% |
| 60Δ | 48.03 | 52.8% | 5.2% | 52.14 | 44.2% | 3.1% |
| 65Δ | 47.08 | 52.7% | 4.4% | 53.41 | 45.1% | 2.7% |
| 70Δ | 46.12 | 52.7% | 3.5% | 54.69 | 45.9% | 2.2% |
| 75Δ | 45.17 | 52.6% | 2.7% | 55.96 | 46.7% | 1.7% |
| 80Δ | 42.89 | 63.5% | 2.3% | 57.24 | 47.5% | 1.2% |
No recorded observations