Share price$46.94
1D+2.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:28:55.653Z
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 · 2026-10-22T20:00:00.075266722Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.45 | 138.9% | 27.6% | |||
| 25Δ | 68.92 | 151.6% | 52.0% | 40.19 | 106.7% | 19.6% |
| 30Δ | 58.95 | 114.7% | 30.8% | 42.24 | 89.3% | 15.2% |
| 35Δ | 53.99 | 91.1% | 20.2% | 44.29 | 71.9% | 10.9% |
| 40Δ | 50.96 | 73.9% | 13.8% | 45.50 | 63.1% | 8.6% |
| 45Δ | 49.46 | 64.0% | 10.6% | 46.25 | 58.8% | 7.4% |
| 50Δ | 48.67 | 57.6% | 9.0% | 47.01 | 54.4% | 6.2% |
| 55Δ | 47.88 | 51.1% | 7.5% | 47.76 | 50.1% | 5.1% |
| 60Δ | 47.09 | 44.7% | 5.9% | 48.52 | 45.8% | 3.9% |
| 65Δ | 46.30 | 38.3% | 4.3% | 49.27 | 41.4% | 2.7% |
| 70Δ | 45.52 | 31.8% | 2.7% | 50.07 | 37.5% | 1.6% |
| 75Δ | 44.56 | 28.8% | 1.5% | 52.11 | 44.8% | 1.4% |
| 80Δ | 43.27 | 32.4% | 1.3% | 54.14 | 52.2% | 1.1% |
No recorded observations