Share price$52.43
1D+0.4%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T01:38:01.724Z
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 · 2026-10-22T20:00:10.143566469Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 65.68 | 82.1% | 27.6% | 45.87 | 64.8% | 14.8% |
| 25Δ | 61.84 | 72.4% | 20.7% | 47.17 | 66.9% | 13.2% |
| 30Δ | 58.80 | 63.6% | 15.2% | 48.67 | 61.3% | 10.7% |
| 35Δ | 56.85 | 58.3% | 12.0% | 50.16 | 54.3% | 8.3% |
| 40Δ | 55.52 | 56.9% | 10.1% | 51.17 | 53.8% | 7.2% |
| 45Δ | 54.34 | 55.2% | 8.5% | 52.19 | 53.2% | 6.1% |
| 50Δ | 53.25 | 53.5% | 7.1% | 53.26 | 54.2% | 5.3% |
| 55Δ | 52.19 | 52.4% | 5.8% | 54.36 | 55.8% | 4.6% |
| 60Δ | 51.20 | 52.6% | 5.0% | 55.44 | 56.2% | 3.8% |
| 65Δ | 50.21 | 52.8% | 4.1% | 56.50 | 54.8% | 3.1% |
| 70Δ | 49.10 | 53.5% | 3.4% | 57.58 | 53.5% | 2.3% |
| 75Δ | 47.95 | 54.4% | 2.8% | 59.01 | 53.9% | 1.8% |
| 80Δ | 46.80 | 53.6% | 2.1% | 60.73 | 55.1% | 1.3% |
No recorded observations