Share price$45.00
1D-3.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:11:58.800Z
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 · 2026-10-22T20:00:00.268639582Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.90 | 79.5% | 26.5% | 38.13 | 80.8% | 18.1% |
| 25Δ | 53.72 | 78.6% | 22.4% | 39.88 | 77.7% | 15.0% |
| 30Δ | 52.28 | 81.5% | 20.1% | 41.23 | 77.5% | 13.1% |
| 35Δ | 50.52 | 80.2% | 17.0% | 42.46 | 79.0% | 11.6% |
| 40Δ | 49.08 | 80.8% | 14.8% | 43.73 | 79.7% | 10.2% |
| 45Δ | 47.60 | 79.4% | 12.5% | 45.02 | 80.7% | 8.9% |
| 50Δ | 46.26 | 78.3% | 10.5% | 46.36 | 81.9% | 7.7% |
| 55Δ | 44.99 | 78.9% | 9.0% | 47.74 | 82.2% | 6.6% |
| 60Δ | 43.75 | 75.2% | 7.2% | 49.22 | 82.8% | 5.5% |
| 65Δ | 42.54 | 75.1% | 5.9% | 51.01 | 85.7% | 4.7% |
| 70Δ | 41.27 | 76.1% | 4.9% | 52.97 | 87.6% | 3.8% |
| 75Δ | 40.02 | 75.1% | 3.8% | 55.48 | 91.1% | 3.0% |
| 80Δ | 38.71 | 73.2% | 2.9% | 58.79 | 95.9% | 2.3% |
No recorded observations