Share price$50.48
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:39:11.164Z
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 · 2026-10-22T20:10:00.002805123Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.73 | 131.0% | 26.2% | |||
| 25Δ | 72.05 | 142.3% | 47.7% | 43.22 | 103.8% | 19.3% |
| 30Δ | 62.43 | 108.1% | 28.6% | 45.75 | 84.0% | 14.3% |
| 35Δ | 57.57 | 86.0% | 19.0% | 47.32 | 71.4% | 11.2% |
| 40Δ | 54.57 | 70.2% | 13.0% | 48.90 | 58.8% | 8.1% |
| 45Δ | 53.22 | 60.8% | 10.4% | 50.79 | 52.8% | 5.1% |
| 50Δ | 51.88 | 51.4% | 7.7% | 53.41 | 62.1% | 2.6% |
| 55Δ | 50.53 | 42.0% | 5.1% | 55.87 | 71.0% | 0.9% |
| 60Δ | 49.38 | 39.9% | 3.7% | 58.07 | 79.3% | 0.4% |
| 65Δ | 48.35 | 42.7% | 3.3% | 60.64 | 89.4% | 0.0% |
| 70Δ | 47.32 | 45.4% | 2.9% | 66.52 | 114.4% | 0.0% |
| 75Δ | 46.29 | 48.2% | 2.5% | 75.24 | 141.3% | 0.0% |
| 80Δ | 45.26 | 50.9% | 2.0% | 76.45 | 129.0% | 0.0% |
No recorded observations