Share price$58.27
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-24T12:08:09.403Z
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 · 2026-10-23T23:00:00.002526279Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 82.91 | 125.4% | 45.6% | 48.46 | 95.3% | 20.1% |
| 25Δ | 71.17 | 88.9% | 25.3% | 51.80 | 73.7% | 14.3% |
| 30Δ | 68.94 | 80.1% | 21.7% | 54.31 | 58.4% | 10.0% |
| 35Δ | 67.77 | 74.9% | 19.9% | 55.57 | 51.0% | 8.0% |
| 40Δ | 66.60 | 69.7% | 18.1% | 56.35 | 46.4% | 6.8% |
| 45Δ | 65.43 | 64.5% | 16.4% | 57.13 | 41.9% | 5.7% |
| 50Δ | 64.26 | 59.3% | 14.6% | 57.91 | 37.3% | 4.5% |
| 55Δ | 63.09 | 54.1% | 12.8% | 58.70 | 32.8% | 3.3% |
| 60Δ | 61.92 | 48.9% | 11.0% | 59.48 | 28.2% | 2.1% |
| 65Δ | 60.75 | 43.7% | 9.3% | 60.32 | 25.6% | 1.2% |
| 70Δ | 59.58 | 38.5% | 7.5% | 61.31 | 26.7% | 1.0% |
| 75Δ | 58.41 | 33.3% | 5.7% | 62.29 | 27.9% | 0.8% |
| 80Δ | 57.24 | 28.1% | 3.9% | 63.27 | 29.1% | 0.5% |
No recorded observations