Share price$45.35
1D+0.3%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-23T03:50:44.664Z
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 · 2026-10-22T23:34:33.188118249Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:50:43.135565+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.37 | 55.8% | 12.9% | |||
| 25Δ | 49.67 | 42.3% | 11.2% | 41.95 | 47.8% | 9.6% |
| 30Δ | 48.63 | 40.4% | 9.3% | 42.99 | 43.3% | 7.7% |
| 35Δ | 47.68 | 37.6% | 7.5% | 43.73 | 42.8% | 6.6% |
| 40Δ | 46.91 | 35.9% | 6.2% | 44.44 | 42.6% | 5.7% |
| 45Δ | 46.32 | 36.2% | 5.4% | 45.14 | 42.7% | 4.9% |
| 50Δ | 45.74 | 36.2% | 4.7% | 45.83 | 43.1% | 4.2% |
| 55Δ | 45.15 | 35.5% | 3.9% | 46.56 | 43.5% | 3.6% |
| 60Δ | 44.56 | 35.7% | 3.4% | 47.29 | 43.6% | 3.0% |
| 65Δ | 43.97 | 36.1% | 2.8% | 48.03 | 43.2% | 2.4% |
| 70Δ | 43.32 | 36.5% | 2.4% | 48.96 | 44.3% | 1.9% |
| 75Δ | 42.64 | 36.7% | 1.9% | |||
| 80Δ | 41.93 | 36.6% | 1.5% | |||
No recorded observations