Share price$41.14
1D-1.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T03:47:49.941Z
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 · 2026-10-23T00:00:00.138689711Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:47:49.633416+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.00 | 34.5% | 10.4% | 37.80 | 39.8% | 9.4% |
| 25Δ | 43.85 | 29.8% | 7.8% | 38.87 | 34.1% | 7.0% |
| 30Δ | 43.08 | 26.9% | 6.1% | 39.58 | 30.6% | 5.5% |
| 35Δ | 42.57 | 25.3% | 5.1% | 40.15 | 28.1% | 4.3% |
| 40Δ | 42.10 | 23.9% | 4.2% | 40.57 | 27.1% | 3.6% |
| 45Δ | 41.71 | 24.2% | 3.7% | 41.00 | 26.1% | 3.0% |
| 50Δ | 41.36 | 25.0% | 3.3% | 41.36 | 25.4% | 2.5% |
| 55Δ | 41.00 | 25.8% | 2.9% | 41.71 | 24.6% | 2.0% |
| 60Δ | 40.58 | 26.7% | 2.6% | 42.07 | 23.9% | 1.5% |
| 65Δ | 40.15 | 27.6% | 2.2% | 42.41 | 23.2% | 1.2% |
| 70Δ | 39.65 | 28.7% | 1.9% | 42.75 | 22.5% | 0.9% |
| 75Δ | 39.11 | 29.9% | 1.6% | 43.15 | 22.2% | 0.6% |
| 80Δ | 38.34 | 32.4% | 1.4% | 43.72 | 23.1% | 0.4% |
No recorded observations