Share price$48.40
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:34:05.435Z
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 · 2026-10-22T23:00:00.003616708Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 53.61 | 37.3% | 12.1% | 43.13 | 50.6% | 12.6% |
| 25Δ | 52.82 | 38.5% | 11.0% | 44.54 | 49.0% | 10.2% |
| 30Δ | 52.03 | 39.8% | 9.8% | 45.56 | 48.0% | 8.7% |
| 35Δ | 51.24 | 41.1% | 8.7% | 46.39 | 47.4% | 7.7% |
| 40Δ | 50.44 | 42.4% | 7.5% | 47.22 | 46.7% | 6.7% |
| 45Δ | 49.67 | 42.9% | 6.5% | 48.05 | 46.1% | 5.8% |
| 50Δ | 48.93 | 42.5% | 5.8% | 48.87 | 45.4% | 4.8% |
| 55Δ | 48.19 | 42.2% | 5.1% | 49.70 | 44.8% | 3.8% |
| 60Δ | 47.44 | 41.8% | 4.4% | 50.77 | 45.9% | 3.1% |
| 65Δ | 46.70 | 41.5% | 3.6% | 51.97 | 47.9% | 2.6% |
| 70Δ | 45.96 | 41.1% | 2.9% | 53.17 | 50.0% | 2.2% |
| 75Δ | 45.21 | 40.7% | 2.2% | 54.38 | 52.0% | 1.7% |
| 80Δ | 42.79 | 51.1% | 1.8% | 56.05 | 54.0% | 1.2% |
No recorded observations