Share price$49.99
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:36:47.673Z
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 · 2026-10-22T13:52:09.897825977Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.81 | 41.8% | 12.9% | 43.49 | 73.6% | 15.8% |
| 25Δ | 54.59 | 41.0% | 10.8% | 43.13 | 100.5% | 18.6% |
| 30Δ | 61.46 | 105.2% | 27.8% | 47.31 | 44.6% | 7.9% |
| 35Δ | 52.75 | 40.5% | 8.1% | 48.16 | 44.0% | 6.8% |
| 40Δ | 52.00 | 41.2% | 7.1% | 49.02 | 41.5% | 5.5% |
| 45Δ | 51.22 | 40.7% | 6.1% | 49.77 | 45.6% | 5.2% |
| 50Δ | 50.48 | 40.4% | 5.2% | 50.58 | 46.5% | 4.5% |
| 55Δ | 49.75 | 40.4% | 4.5% | 51.39 | 45.8% | 3.8% |
| 60Δ | 49.02 | 41.1% | 3.8% | 52.19 | 44.7% | 3.0% |
| 65Δ | 48.30 | 40.6% | 3.2% | 52.99 | 43.8% | 2.4% |
| 70Δ | 47.35 | 43.7% | 2.8% | 53.73 | 41.9% | 1.8% |
| 75Δ | 46.46 | 44.2% | 2.3% | 54.57 | 40.9% | 1.3% |
| 80Δ | 44.39 | 56.6% | 2.2% | 56.11 | 44.0% | 1.0% |
No recorded observations