Share price$55.58
1D+1.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T19:30:42.947Z
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 · 2026-10-22T19:23:53.404611471Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 48.14 | 93.6% | 17.8% | |||
| 30Δ | 50.76 | 75.6% | 13.1% | |||
| 35Δ | 52.38 | 64.1% | 10.2% | |||
| 40Δ | 59.49 | 62.1% | 11.5% | 54.00 | 52.6% | 7.3% |
| 45Δ | 58.21 | 54.2% | 9.2% | 55.29 | 44.8% | 5.2% |
| 50Δ | 56.92 | 46.4% | 6.9% | 56.07 | 43.3% | 4.5% |
| 55Δ | 55.63 | 38.6% | 4.7% | 56.84 | 41.7% | 3.8% |
| 60Δ | 54.54 | 35.2% | 3.3% | 57.61 | 40.1% | 3.1% |
| 65Δ | 53.62 | 36.1% | 2.9% | 58.38 | 38.6% | 2.5% |
| 70Δ | 52.71 | 37.0% | 2.5% | 59.16 | 37.0% | 1.8% |
| 75Δ | 51.80 | 37.9% | 2.0% | 59.93 | 35.4% | 1.1% |
| 80Δ | 50.89 | 38.8% | 1.6% | 61.44 | 36.2% | 0.8% |
No recorded observations