Share price$40.08
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:50:03.010Z
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 · 2026-10-23T15:48:19.851799417Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.50 | 159.0% | 30.0% | |||
| 25Δ | 33.59 | 126.0% | 22.3% | |||
| 30Δ | 35.73 | 101.0% | 16.7% | |||
| 35Δ | 47.78 | 110.9% | 25.3% | 37.07 | 82.5% | 12.9% |
| 40Δ | 44.50 | 92.0% | 17.3% | 38.40 | 64.0% | 9.1% |
| 45Δ | 42.98 | 84.3% | 14.1% | 39.74 | 45.5% | 5.3% |
| 50Δ | 41.47 | 76.6% | 10.8% | 40.65 | 43.0% | 4.2% |
| 55Δ | 39.98 | 69.0% | 7.6% | 41.47 | 44.5% | 3.7% |
| 60Δ | 39.22 | 65.4% | 6.6% | 42.28 | 45.9% | 3.1% |
| 65Δ | 38.47 | 61.8% | 5.6% | 43.09 | 47.4% | 2.6% |
| 70Δ | 37.71 | 58.1% | 4.6% | 43.90 | 48.9% | 2.1% |
| 75Δ | 36.95 | 54.5% | 3.6% | 44.72 | 50.3% | 1.6% |
| 80Δ | 36.20 | 50.9% | 2.6% | 46.57 | 55.2% | 1.2% |
No recorded observations