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Apple Inc. Common Stock AAPL

i

Market dataready · fetched 2026-11-09T20:54:23.659Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-09T20:54:20.601549805Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-09T20:54:22.929938+00:00

Share price$351.17
1D+2.0%
$343$345$348$350$3535:30 AM6:30 AM9:00 AM1:00 PMAAPL
Sold putSold call

Apple Inc. Common Stock options

Live interpolated AAPL call and put midpoint premiums by absolute delta.Apple Inc. Common Stock$0.74$3.17$5.61$8.04$10.48$335.69$342.85$350.01$357.17$364.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAPL spot · $351.17AAPL PRICE$1.00$1.34$1.73$2.14$2.63$3.13$3.76$4.42$5.21$6.05$7.11$8.27$9.69$1.27$1.66$2.08$2.52$3.01$3.53$4.13$4.76$5.53$6.36$7.33$8.50$9.78
PutsExpensive1.39×
CallsCheap0.92×
SkewBearish+1.97 pp
Implied moveBearish±$7.89
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ359.2624.5%2.6%342.2730.4%2.9%
25Δ357.7224.6%2.2%344.2329.7%2.4%
30Δ356.3924.8%2.0%345.9529.1%2.1%
35Δ355.1025.0%1.7%347.5428.6%1.8%
40Δ353.9025.2%1.5%348.9228.1%1.5%
45Δ352.7225.5%1.3%350.2727.7%1.3%
50Δ351.5225.8%1.2%351.5427.5%1.1%
55Δ350.3226.2%1.0%352.8227.3%0.9%
60Δ349.0426.6%0.9%354.1127.2%0.7%
65Δ347.7327.0%0.7%355.4427.1%0.6%
70Δ346.2527.4%0.6%356.8627.2%0.5%
75Δ344.6927.9%0.5%358.4327.2%0.4%
80Δ342.9028.2%0.4%360.0827.2%0.2%

20Δ

Calls
Pseudo strike
359.26
IV
24.5%
B/E move
2.6%
Puts
Pseudo strike
342.27
IV
30.4%
B/E move
2.9%

25Δ

Calls
Pseudo strike
357.72
IV
24.6%
B/E move
2.2%
Puts
Pseudo strike
344.23
IV
29.7%
B/E move
2.4%

30Δ

Calls
Pseudo strike
356.39
IV
24.8%
B/E move
2.0%
Puts
Pseudo strike
345.95
IV
29.1%
B/E move
2.1%

35Δ

Calls
Pseudo strike
355.10
IV
25.0%
B/E move
1.7%
Puts
Pseudo strike
347.54
IV
28.6%
B/E move
1.8%

40Δ

Calls
Pseudo strike
353.90
IV
25.2%
B/E move
1.5%
Puts
Pseudo strike
348.92
IV
28.1%
B/E move
1.5%

45Δ

Calls
Pseudo strike
352.72
IV
25.5%
B/E move
1.3%
Puts
Pseudo strike
350.27
IV
27.7%
B/E move
1.3%

50Δ

Calls
Pseudo strike
351.52
IV
25.8%
B/E move
1.2%
Puts
Pseudo strike
351.54
IV
27.5%
B/E move
1.1%

55Δ

Calls
Pseudo strike
350.32
IV
26.2%
B/E move
1.0%
Puts
Pseudo strike
352.82
IV
27.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
349.04
IV
26.6%
B/E move
0.9%
Puts
Pseudo strike
354.11
IV
27.2%
B/E move
0.7%

65Δ

Calls
Pseudo strike
347.73
IV
27.0%
B/E move
0.7%
Puts
Pseudo strike
355.44
IV
27.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
346.25
IV
27.4%
B/E move
0.6%
Puts
Pseudo strike
356.86
IV
27.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
344.69
IV
27.9%
B/E move
0.5%
Puts
Pseudo strike
358.43
IV
27.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
342.90
IV
28.2%
B/E move
0.4%
Puts
Pseudo strike
360.08
IV
27.2%
B/E move
0.2%

Options history

IV · four-Friday blend34.21%
Daily close
AAPL19.7%27.5%35.3%2026-08-11: 23.71%2026-08-12: 23.43%2026-08-13: 23.41%2026-08-14: 21.32%2026-08-17: 23.45%2026-08-18: 24.80%2026-08-19: 25.90%2026-08-20: 26.46%2026-08-21: 23.83%2026-08-24: 25.17%2026-08-25: 24.83%2026-08-26: 25.63%2026-08-27: 24.46%2026-08-28: 23.29%2026-08-31: 24.55%2026-09-01: 26.27%2026-09-02: 26.23%2026-09-03: 25.43%2026-09-04: 25.46%2026-09-08: 30.94%2026-09-09: 29.80%2026-09-10: 27.92%2026-09-11: 23.96%2026-09-14: 25.50%2026-09-15: 25.75%2026-09-16: 25.96%2026-09-17: 24.17%2026-09-18: 22.16%2026-09-21: 23.61%2026-09-22: 23.55%2026-09-23: 24.39%2026-09-24: 22.93%2026-09-25: 20.74%2026-09-28: 22.62%2026-09-29: 24.14%2026-09-30: 24.31%2026-10-01: 23.96%2026-10-02: 22.40%2026-10-05: 23.93%2026-10-06: 23.71%2026-10-07: 23.08%2026-10-08: 23.05%2026-10-09: 23.35%2026-10-12: 24.66%2026-10-13: 24.25%2026-10-14: 25.17%2026-10-15: 26.03%2026-10-16: 26.96%2026-10-19: 27.06%2026-10-20: 27.14%2026-10-21: 26.56%2026-10-22: 27.88%2026-10-23: 27.28%2026-10-26: 29.74%2026-10-27: 29.51%2026-10-28: 29.37%2026-10-29: 29.58%2026-10-30: 34.21%Aug 11Sep 21Oct 30
58 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
23.71%
23.43%
23.41%
21.32%
23.45%
24.80%
25.90%
26.46%
23.83%
25.17%
24.83%
25.63%
24.46%
23.29%
24.55%
26.27%
26.23%
25.43%
25.46%
30.94%
29.80%
27.92%
23.96%
25.50%
25.75%
25.96%
24.17%
22.16%
23.61%
23.55%
24.39%
22.93%
20.74%
22.62%
24.14%
24.31%
23.96%
22.40%
23.93%
23.71%
23.08%
23.05%
23.35%
24.66%
24.25%
25.17%
26.03%
26.96%
27.06%
27.14%
26.56%
27.88%
27.28%
29.74%
29.51%
29.37%
29.58%
34.21%