Share price$44.21
1D+2.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:56:52.032Z
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 · 2026-10-22T20:00:00.513966348Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.16 | 74.6% | 24.7% | 35.99 | 106.8% | 22.5% |
| 25Δ | 52.75 | 78.3% | 22.3% | 37.94 | 104.3% | 19.3% |
| 30Δ | 49.62 | 64.6% | 15.4% | 39.92 | 95.7% | 15.7% |
| 35Δ | 48.54 | 66.6% | 13.9% | 41.55 | 82.4% | 12.2% |
| 40Δ | 47.46 | 68.6% | 12.3% | 42.97 | 73.9% | 9.6% |
| 45Δ | 46.34 | 69.2% | 10.8% | 44.11 | 72.5% | 8.1% |
| 50Δ | 45.22 | 69.7% | 9.3% | 45.23 | 70.8% | 6.8% |
| 55Δ | 44.08 | 72.6% | 8.2% | 46.28 | 68.7% | 5.6% |
| 60Δ | 42.94 | 76.0% | 7.2% | 47.33 | 66.5% | 4.5% |
| 65Δ | 41.76 | 76.9% | 6.1% | 48.44 | 65.2% | 3.6% |
| 70Δ | 40.54 | 76.1% | 4.9% | 49.58 | 64.1% | 2.8% |
| 75Δ | 39.18 | 76.8% | 3.9% | 51.36 | 67.0% | 2.2% |
| 80Δ | 37.70 | 78.7% | 3.0% | 53.20 | 68.4% | 1.6% |
No recorded observations