Share price$55.70
1D-0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:29:15.990Z
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 · 2026-10-22T20:00:00.505192428Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 60.36 | 30.5% | 9.3% | 50.60 | 46.2% | 10.8% |
| 25Δ | 59.06 | 27.4% | 7.2% | 51.37 | 49.4% | 10.0% |
| 30Δ | 58.28 | 26.2% | 6.0% | 52.92 | 41.7% | 7.4% |
| 35Δ | 57.59 | 24.8% | 5.0% | 53.90 | 38.9% | 6.0% |
| 40Δ | 56.97 | 23.6% | 4.1% | 54.74 | 35.9% | 4.8% |
| 45Δ | 56.49 | 24.6% | 3.7% | 55.45 | 33.3% | 3.8% |
| 50Δ | 56.02 | 25.7% | 3.3% | 56.09 | 31.3% | 3.0% |
| 55Δ | 55.48 | 27.1% | 3.0% | 56.71 | 31.1% | 2.5% |
| 60Δ | 54.93 | 28.2% | 2.7% | 57.49 | 33.2% | 2.2% |
| 65Δ | 54.37 | 27.9% | 2.3% | 58.32 | 35.0% | 1.9% |
| 70Δ | 53.80 | 27.5% | 1.9% | 59.06 | 34.3% | 1.4% |
| 75Δ | 53.22 | 27.0% | 1.5% | 60.35 | 37.5% | 1.2% |
| 80Δ | 52.44 | 27.8% | 1.2% | 61.24 | 36.5% | 0.8% |
No recorded observations