Share price$49.75
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:13:49.942Z
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 · 2026-10-22T20:10:07.65456808Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.60 | 51.9% | 12.1% | |||
| 25Δ | 46.14 | 45.7% | 9.3% | |||
| 30Δ | 52.79 | 34.4% | 7.9% | 47.23 | 42.1% | 7.5% |
| 35Δ | 51.85 | 30.9% | 6.2% | 48.11 | 39.8% | 6.1% |
| 40Δ | 51.12 | 28.4% | 4.9% | 48.80 | 40.4% | 5.4% |
| 45Δ | 50.56 | 25.8% | 4.0% | 49.52 | 41.1% | 4.7% |
| 50Δ | 50.04 | 23.2% | 3.1% | 50.27 | 42.1% | 4.1% |
| 55Δ | 49.63 | 22.6% | 2.6% | 51.08 | 43.9% | 3.6% |
| 60Δ | 49.22 | 22.3% | 2.2% | 52.07 | 47.0% | 3.2% |
| 65Δ | 48.85 | 21.6% | 1.8% | 53.22 | 50.0% | 2.7% |
| 70Δ | 48.51 | 20.5% | 1.5% | |||
| 75Δ | 48.17 | 19.4% | 1.2% | |||
| 80Δ | 47.76 | 18.8% | 0.9% | |||
No recorded observations