Share price$44.96
1D-1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:24:49.682Z
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 · 2026-10-22T23:00:00.003131973Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.49 | 51.4% | 16.0% | 40.18 | 53.9% | 12.4% |
| 25Δ | 49.44 | 44.1% | 11.7% | 41.64 | 46.9% | 9.5% |
| 30Δ | 48.10 | 39.3% | 9.0% | 42.76 | 40.6% | 7.2% |
| 35Δ | 47.19 | 36.4% | 7.2% | 43.58 | 36.4% | 5.6% |
| 40Δ | 46.47 | 34.1% | 5.9% | 44.23 | 34.2% | 4.5% |
| 45Δ | 45.83 | 32.8% | 4.9% | 44.77 | 33.9% | 3.8% |
| 50Δ | 45.30 | 33.8% | 4.3% | 45.28 | 33.1% | 3.2% |
| 55Δ | 44.76 | 34.5% | 3.7% | 45.78 | 32.1% | 2.6% |
| 60Δ | 44.21 | 34.9% | 3.2% | 46.30 | 31.6% | 2.1% |
| 65Δ | 43.57 | 36.6% | 2.8% | 46.83 | 31.6% | 1.7% |
| 70Δ | 42.87 | 38.7% | 2.5% | 47.43 | 31.8% | 1.3% |
| 75Δ | 42.14 | 39.4% | 2.0% | 48.07 | 32.0% | 0.9% |
| 80Δ | 41.23 | 41.1% | 1.6% | 48.79 | 31.9% | 0.6% |
No recorded observations