Share price$46.32
1D-0.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-20T06:06:26.579Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:00:00.003638516Z
FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-20T06:06:26.152916+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.43 | 23.0% | 7.5% | 43.20 | 30.2% | 7.8% |
| 25Δ | 48.90 | 22.9% | 6.6% | 43.86 | 29.8% | 6.7% |
| 30Δ | 48.38 | 22.9% | 5.7% | 44.51 | 29.5% | 5.6% |
| 35Δ | 47.86 | 22.9% | 4.9% | 45.13 | 29.3% | 4.7% |
| 40Δ | 47.37 | 23.0% | 4.2% | 45.65 | 29.6% | 4.2% |
| 45Δ | 46.94 | 23.5% | 3.8% | 46.17 | 29.9% | 3.6% |
| 50Δ | 46.52 | 24.0% | 3.4% | 46.68 | 30.1% | 3.1% |
| 55Δ | 46.10 | 24.5% | 3.0% | 47.20 | 30.4% | 2.6% |
| 60Δ | 45.67 | 25.0% | 2.6% | 47.71 | 30.2% | 2.1% |
| 65Δ | 45.25 | 25.5% | 2.2% | 48.23 | 29.3% | 1.7% |
| 70Δ | 44.70 | 26.4% | 1.8% | 48.76 | 28.5% | 1.3% |
| 75Δ | 43.97 | 27.9% | 1.6% | 49.28 | 27.6% | 0.9% |
| 80Δ | 43.23 | 29.5% | 1.3% | 49.80 | 26.7% | 0.5% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 26.65% | 6.85 pp | 6.82% |