Share price$52.11
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:56:16.004Z
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 · 2026-10-22T22:30:00.0009814Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 59.73 | 51.4% | 16.2% | 45.35 | 66.4% | 15.3% |
| 25Δ | 58.59 | 52.8% | 14.6% | 46.86 | 61.8% | 12.9% |
| 30Δ | 57.45 | 54.2% | 13.1% | 48.37 | 57.3% | 10.5% |
| 35Δ | 56.31 | 55.7% | 11.6% | 49.88 | 52.7% | 8.1% |
| 40Δ | 55.17 | 57.1% | 10.1% | 50.93 | 52.5% | 7.1% |
| 45Δ | 54.09 | 57.0% | 8.9% | 51.93 | 52.8% | 6.2% |
| 50Δ | 53.02 | 56.7% | 7.7% | 52.93 | 53.0% | 5.4% |
| 55Δ | 51.95 | 56.3% | 6.6% | 53.93 | 53.2% | 4.5% |
| 60Δ | 50.88 | 56.0% | 5.4% | 54.93 | 53.4% | 3.6% |
| 65Δ | 49.77 | 56.0% | 4.4% | 56.09 | 52.8% | 3.0% |
| 70Δ | 48.43 | 57.6% | 3.7% | 57.27 | 52.0% | 2.4% |
| 75Δ | 47.10 | 59.1% | 3.0% | 58.45 | 51.3% | 1.8% |
| 80Δ | 45.77 | 60.7% | 2.4% | 59.63 | 50.6% | 1.2% |
No recorded observations