Share price$42.01
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:21:29.214Z
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 · 2026-10-22T20:00:30.382905166Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.33 | 87.3% | 19.0% | |||
| 25Δ | 50.43 | 80.7% | 23.1% | 37.73 | 67.9% | 13.3% |
| 30Δ | 46.91 | 61.9% | 14.7% | 39.29 | 55.9% | 9.7% |
| 35Δ | 44.92 | 49.5% | 10.0% | 40.36 | 47.8% | 7.3% |
| 40Δ | 43.77 | 41.9% | 7.3% | 41.18 | 41.9% | 5.6% |
| 45Δ | 42.95 | 36.8% | 5.5% | 41.81 | 37.9% | 4.3% |
| 50Δ | 42.39 | 34.8% | 4.6% | 42.33 | 35.0% | 3.4% |
| 55Δ | 41.87 | 32.8% | 3.7% | 42.80 | 32.4% | 2.6% |
| 60Δ | 41.43 | 30.8% | 3.0% | 43.19 | 30.0% | 2.0% |
| 65Δ | 40.99 | 28.9% | 2.4% | 43.51 | 27.6% | 1.5% |
| 70Δ | 40.52 | 28.8% | 2.0% | 43.84 | 25.3% | 1.0% |
| 75Δ | 40.04 | 28.6% | 1.6% | 44.17 | 23.4% | 0.6% |
| 80Δ | 39.43 | 29.1% | 1.3% | 44.52 | 22.0% | 0.4% |
No recorded observations