Share price$45.28
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:21:35.350Z
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 · 2026-10-22T20:00:00.519612713Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.32 | 55.5% | 12.8% | |||
| 25Δ | 49.64 | 42.6% | 11.3% | 41.89 | 47.5% | 9.6% |
| 30Δ | 48.59 | 40.6% | 9.3% | 42.93 | 43.0% | 7.6% |
| 35Δ | 47.63 | 37.9% | 7.6% | 43.68 | 42.3% | 6.5% |
| 40Δ | 46.87 | 36.5% | 6.3% | 44.39 | 42.1% | 5.6% |
| 45Δ | 46.27 | 36.9% | 5.5% | 45.07 | 42.0% | 4.8% |
| 50Δ | 45.67 | 36.8% | 4.8% | 45.75 | 42.3% | 4.1% |
| 55Δ | 45.08 | 36.2% | 4.0% | 46.46 | 42.7% | 3.5% |
| 60Δ | 44.48 | 36.6% | 3.4% | 47.18 | 42.8% | 2.9% |
| 65Δ | 43.86 | 37.2% | 2.9% | 47.89 | 42.2% | 2.3% |
| 70Δ | 43.19 | 37.7% | 2.4% | 48.77 | 43.0% | 1.8% |
| 75Δ | 42.48 | 38.1% | 2.0% | 49.88 | 44.9% | 1.4% |
| 80Δ | 41.74 | 37.9% | 1.6% | |||
No recorded observations