Share price$55.80
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:43:40.101Z
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 · 2026-10-23T16:40:29.8343208Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 79.14 | 122.7% | 45.1% | 44.68 | 120.1% | 24.3% |
| 25Δ | 75.04 | 124.3% | 38.9% | 48.38 | 94.5% | 17.7% |
| 30Δ | 66.81 | 95.4% | 24.1% | 50.96 | 75.3% | 12.9% |
| 35Δ | 62.44 | 76.3% | 16.3% | 52.71 | 60.4% | 9.5% |
| 40Δ | 59.62 | 62.6% | 11.3% | 54.47 | 45.6% | 6.1% |
| 45Δ | 58.39 | 55.7% | 9.2% | 55.59 | 41.1% | 4.7% |
| 50Δ | 57.16 | 48.8% | 7.1% | 56.45 | 41.1% | 4.1% |
| 55Δ | 55.94 | 41.9% | 5.1% | 57.30 | 41.2% | 3.5% |
| 60Δ | 54.79 | 36.6% | 3.4% | 58.15 | 41.3% | 2.9% |
| 65Δ | 53.90 | 36.9% | 2.9% | 59.00 | 41.3% | 2.3% |
| 70Δ | 53.02 | 37.1% | 2.5% | 59.86 | 41.4% | 1.8% |
| 75Δ | 52.13 | 37.3% | 2.1% | 61.10 | 41.3% | 1.3% |
| 80Δ | 51.24 | 37.6% | 1.6% | 62.43 | 41.1% | 0.9% |
No recorded observations