Share price$52.46
1D+0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:28:41.525Z
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 · 2026-10-22T18:27:36.767041667Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 67.86 | 88.1% | 31.8% | 44.36 | 80.7% | 18.2% |
| 25Δ | 64.18 | 79.2% | 25.2% | 46.88 | 70.0% | 13.9% |
| 30Δ | 60.50 | 70.3% | 18.6% | 48.70 | 61.2% | 10.7% |
| 35Δ | 57.19 | 61.9% | 12.8% | 50.18 | 54.4% | 8.3% |
| 40Δ | 55.53 | 56.2% | 10.0% | 51.19 | 53.1% | 7.1% |
| 45Δ | 54.30 | 54.2% | 8.3% | 52.20 | 51.9% | 5.9% |
| 50Δ | 53.26 | 53.9% | 7.1% | 53.29 | 53.3% | 5.2% |
| 55Δ | 52.23 | 53.7% | 6.0% | 54.40 | 55.7% | 4.5% |
| 60Δ | 51.22 | 53.5% | 5.1% | 55.46 | 56.1% | 3.8% |
| 65Δ | 50.22 | 53.4% | 4.2% | 56.45 | 54.1% | 3.1% |
| 70Δ | 49.03 | 55.0% | 3.5% | 57.44 | 52.0% | 2.3% |
| 75Δ | 47.80 | 57.0% | 2.9% | 58.82 | 52.2% | 1.7% |
| 80Δ | 46.32 | 58.9% | 2.3% | 60.27 | 52.4% | 1.2% |
No recorded observations