Share price$56.80
1D+1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:24:24.736Z
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 · 2026-10-22T23:00:00.003793095Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 77.25 | 108.4% | 39.0% | 47.38 | 90.3% | 19.7% |
| 25Δ | 68.52 | 81.9% | 23.7% | 50.60 | 71.9% | 14.2% |
| 30Δ | 61.17 | 41.6% | 9.7% | 52.34 | 63.9% | 11.5% |
| 35Δ | 59.36 | 33.1% | 6.7% | 54.08 | 55.9% | 8.7% |
| 40Δ | 58.66 | 33.4% | 6.1% | 55.50 | 51.7% | 6.9% |
| 45Δ | 57.95 | 33.6% | 5.4% | 56.57 | 51.7% | 6.1% |
| 50Δ | 57.25 | 33.9% | 4.8% | 57.63 | 51.7% | 5.2% |
| 55Δ | 56.54 | 34.1% | 4.1% | 58.70 | 51.7% | 4.4% |
| 60Δ | 55.84 | 34.4% | 3.4% | 59.76 | 51.6% | 3.5% |
| 65Δ | 55.13 | 34.6% | 2.8% | 61.28 | 53.4% | 2.9% |
| 70Δ | 54.30 | 33.8% | 2.3% | 62.92 | 55.6% | 2.4% |
| 75Δ | 53.45 | 32.8% | 2.0% | 64.57 | 57.9% | 1.9% |
| 80Δ | 52.59 | 31.7% | 1.6% | 66.58 | 58.4% | 1.4% |
No recorded observations