Share price$49.77
1D+1.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:14:00.042Z
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 · 2026-10-22T17:53:42.006285945Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.34 | 72.4% | 19.0% | |||
| 25Δ | 43.15 | 64.7% | 15.7% | |||
| 30Δ | 52.87 | 34.4% | 8.0% | 44.96 | 57.0% | 12.4% |
| 35Δ | 52.18 | 31.8% | 6.8% | 46.77 | 49.3% | 9.2% |
| 40Δ | 51.48 | 29.2% | 5.6% | 48.57 | 41.6% | 5.9% |
| 45Δ | 50.79 | 26.6% | 4.4% | 49.55 | 40.9% | 4.7% |
| 50Δ | 50.10 | 24.0% | 3.2% | |||
| 55Δ | 49.66 | 23.0% | 2.7% | |||
| 60Δ | 49.25 | 22.3% | 2.2% | |||
| 65Δ | 48.85 | 21.6% | 1.8% | |||
| 70Δ | 48.46 | 21.3% | 1.5% | |||
| 75Δ | 48.06 | 20.9% | 1.2% | |||
| 80Δ | 47.68 | 19.9% | 1.0% | |||
No recorded observations