Share price$58.07
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:57:28.646Z
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 · 2026-10-22T22:30:00.004048307Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 68.31 | 60.9% | 19.4% | 51.93 | 53.4% | 12.4% |
| 25Δ | 63.95 | 44.8% | 11.9% | 54.13 | 42.7% | 8.7% |
| 30Δ | 61.66 | 34.8% | 7.9% | 55.57 | 35.3% | 6.3% |
| 35Δ | 60.35 | 28.8% | 5.8% | 56.55 | 30.6% | 4.7% |
| 40Δ | 59.54 | 25.5% | 4.5% | 57.29 | 27.5% | 3.6% |
| 45Δ | 58.89 | 23.0% | 3.5% | 57.89 | 25.2% | 2.8% |
| 50Δ | 58.42 | 21.5% | 2.9% | 58.37 | 23.5% | 2.2% |
| 55Δ | 57.97 | 20.0% | 2.3% | 58.83 | 22.1% | 1.7% |
| 60Δ | 57.63 | 18.7% | 2.0% | 59.20 | 20.6% | 1.3% |
| 65Δ | 57.30 | 17.4% | 1.6% | 59.52 | 19.1% | 1.0% |
| 70Δ | 56.95 | 16.2% | 1.2% | 59.84 | 17.6% | 0.6% |
| 75Δ | 56.42 | 16.3% | 1.0% | 60.33 | 17.5% | 0.4% |
| 80Δ | 55.89 | 16.3% | 0.7% | 61.00 | 18.8% | 0.3% |
No recorded observations