Share price$46.15
1D+5.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:59:25.890Z
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 · 2026-10-22T22:48:38.17631139Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.96 | 71.0% | 23.3% | 40.04 | 69.2% | 15.6% |
| 25Δ | 52.32 | 54.7% | 15.4% | 41.70 | 62.0% | 12.5% |
| 30Δ | 49.73 | 43.0% | 9.9% | 43.00 | 61.1% | 10.6% |
| 35Δ | 48.94 | 43.1% | 8.8% | 43.95 | 66.2% | 9.9% |
| 40Δ | 48.14 | 43.2% | 7.6% | 44.91 | 71.2% | 9.2% |
| 45Δ | 47.36 | 43.4% | 6.5% | 45.98 | 68.9% | 7.8% |
| 50Δ | 46.64 | 43.9% | 5.7% | 47.07 | 65.8% | 6.4% |
| 55Δ | 45.91 | 44.3% | 5.0% | 48.19 | 64.7% | 5.3% |
| 60Δ | 45.19 | 44.8% | 4.2% | 49.33 | 64.8% | 4.4% |
| 65Δ | 44.48 | 44.0% | 3.5% | 50.48 | 64.3% | 3.6% |
| 70Δ | 43.77 | 42.8% | 2.9% | 51.62 | 62.7% | 2.8% |
| 75Δ | 43.06 | 41.6% | 2.2% | 53.14 | 63.6% | 2.1% |
| 80Δ | 42.19 | 40.8% | 1.7% | 56.18 | 72.3% | 1.7% |
No recorded observations