Share price$53.16
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:54.466Z
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 · 2026-10-22T20:00:09.523494175Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.14 | 68.8% | 22.6% | 45.77 | 73.3% | 16.5% |
| 25Δ | 61.71 | 65.8% | 18.6% | 48.28 | 59.9% | 12.0% |
| 30Δ | 59.59 | 63.6% | 15.2% | 49.33 | 63.4% | 11.0% |
| 35Δ | 58.20 | 63.3% | 13.4% | 50.65 | 61.6% | 9.4% |
| 40Δ | 56.82 | 63.0% | 11.6% | 51.85 | 62.4% | 8.3% |
| 45Δ | 55.43 | 62.8% | 9.7% | 53.05 | 63.2% | 7.3% |
| 50Δ | 54.18 | 62.6% | 8.4% | 54.24 | 64.0% | 6.2% |
| 55Δ | 52.99 | 62.5% | 7.2% | 55.50 | 64.4% | 5.3% |
| 60Δ | 51.79 | 62.4% | 6.1% | 56.86 | 64.1% | 4.4% |
| 65Δ | 50.60 | 62.3% | 5.0% | 58.23 | 63.9% | 3.6% |
| 70Δ | 49.17 | 66.7% | 4.2% | 59.59 | 63.7% | 2.8% |
| 75Δ | 48.03 | 63.4% | 3.2% | 61.64 | 65.3% | 2.2% |
| 80Δ | 46.59 | 63.6% | 2.5% | 63.98 | 67.8% | 1.6% |
No recorded observations