Share price$46.38
1D+1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:11:15.103Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T18:06:36.524576971Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.05 | 52.5% | 16.2% | |||
| 25Δ | 41.14 | 50.8% | 14.7% | |||
| 30Δ | 42.23 | 49.1% | 13.2% | |||
| 35Δ | 49.56 | 30.8% | 9.5% | 43.32 | 47.3% | 11.7% |
| 40Δ | 48.90 | 29.2% | 8.5% | 44.42 | 45.6% | 10.2% |
| 45Δ | 48.24 | 27.5% | 7.4% | 45.51 | 43.9% | 8.7% |
| 50Δ | 47.59 | 25.9% | 6.3% | 46.60 | 42.2% | 7.1% |
| 55Δ | 46.93 | 24.2% | 5.3% | 47.69 | 40.5% | 5.6% |
| 60Δ | 46.27 | 22.6% | 4.2% | 48.78 | 38.8% | 4.1% |
| 65Δ | 45.61 | 20.9% | 3.1% | 49.87 | 37.0% | 2.6% |
| 70Δ | 52.14 | 43.2% | 2.2% | |||
| 75Δ | 54.56 | 50.3% | 1.9% | |||
| 80Δ | 57.79 | 53.6% | 1.4% | |||
No recorded observations