Share price$45.66
1D+4.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:35:59.578Z
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 · 2026-10-22T17:35:43.375929342Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.65 | 72.5% | 24.0% | 39.71 | 67.4% | 15.4% |
| 25Δ | 52.20 | 58.2% | 16.5% | 41.28 | 61.2% | 12.4% |
| 30Δ | 49.69 | 48.3% | 11.3% | 42.71 | 56.4% | 9.8% |
| 35Δ | 48.77 | 48.0% | 9.8% | 43.62 | 60.9% | 9.2% |
| 40Δ | 47.84 | 47.6% | 8.4% | 44.54 | 65.3% | 8.5% |
| 45Δ | 47.01 | 48.1% | 7.3% | 45.48 | 66.0% | 7.5% |
| 50Δ | 46.22 | 49.1% | 6.4% | 46.46 | 62.8% | 6.2% |
| 55Δ | 45.43 | 50.2% | 5.6% | 47.44 | 59.7% | 4.9% |
| 60Δ | 44.72 | 49.1% | 4.7% | 48.82 | 63.8% | 4.3% |
| 65Δ | 44.12 | 45.6% | 3.9% | 50.23 | 67.7% | 3.7% |
| 70Δ | 43.51 | 42.1% | 3.0% | 51.67 | 67.0% | 3.0% |
| 75Δ | 42.90 | 38.6% | 2.2% | 53.11 | 66.4% | 2.3% |
| 80Δ | 42.26 | 35.5% | 1.5% | 54.55 | 65.7% | 1.6% |
No recorded observations