Share price$44.58
1D-1.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:34:14.727Z
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 · 2026-10-22T17:33:11.012941381Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 57.23 | 87.0% | 31.0% | 37.02 | 89.7% | 20.3% |
| 25Δ | 55.34 | 88.2% | 27.8% | 38.47 | 88.2% | 18.3% |
| 30Δ | 53.45 | 89.4% | 24.6% | 39.92 | 86.7% | 16.3% |
| 35Δ | 51.57 | 90.6% | 21.3% | 41.37 | 85.1% | 14.3% |
| 40Δ | 49.68 | 91.8% | 18.1% | 42.82 | 83.6% | 12.3% |
| 45Δ | 47.84 | 92.6% | 14.9% | 44.27 | 82.1% | 10.3% |
| 50Δ | 46.34 | 90.4% | 12.8% | 45.72 | 80.6% | 8.2% |
| 55Δ | 44.84 | 88.1% | 10.6% | |||
| 60Δ | 43.34 | 85.9% | 8.4% | |||
| 65Δ | 41.91 | 87.9% | 7.0% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations