Share price$49.36
1D-1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-24T15:20:42.815Z
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 · 2026-10-23T23:00:00.002992311Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.56 | 139.2% | 27.0% | |||
| 25Δ | 71.24 | 150.7% | 49.4% | 42.08 | 109.7% | 19.8% |
| 30Δ | 61.36 | 114.1% | 29.4% | 45.03 | 85.8% | 13.9% |
| 35Δ | 56.36 | 90.5% | 19.2% | 47.41 | 86.0% | 10.7% |
| 40Δ | 54.15 | 81.0% | 15.3% | 49.80 | 86.2% | 7.6% |
| 45Δ | 52.92 | 77.1% | 13.5% | 52.19 | 86.4% | 4.4% |
| 50Δ | 51.69 | 73.2% | 11.8% | 54.58 | 86.6% | 1.3% |
| 55Δ | 50.47 | 69.3% | 10.1% | 54.24 | 69.8% | 2.1% |
| 60Δ | 49.24 | 65.3% | 8.3% | 59.61 | 105.2% | 0.1% |
| 65Δ | 48.01 | 61.4% | 6.6% | 65.33 | 132.9% | 0.3% |
| 70Δ | 46.78 | 57.5% | 4.8% | 70.80 | 146.6% | 0.3% |
| 75Δ | 45.55 | 53.6% | 3.1% | 72.50 | 135.7% | 0.3% |
| 80Δ | 43.92 | 54.9% | 2.1% | 74.21 | 124.8% | 0.3% |
No recorded observations