IntraAlpha
Create free account Start free

Apple Inc. AAPL

TECHNOLOGY · CONSUMER ELECTRONICS
i

Market dataready · fetched 2026-10-20T19:13:31.668Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday expirations. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-20T19:13:29.893984002Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T19:08:56.470105+00:00

Share price$339.41
1D+0.5%
$337$339$340$342$3435:30 AM6:30 AM9:00 AM1:00 PMAAPL
Sold putSold call

Apple Inc. options

Live interpolated AAPL call and put midpoint premiums by absolute delta.Apple Inc.$0.67$2.79$4.90$7.01$9.13$328.96$334.19$339.43$344.66$349.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAPL spot · $339.41AAPL PRICE$0.90$1.20$1.55$1.91$2.35$2.81$3.31$3.90$4.49$5.28$6.07$7.19$8.52$1.02$1.33$1.66$2.05$2.44$2.91$3.38$3.93$4.53$5.18$6.01$6.86$7.88
PutsExpensive1.46×
CallsExpensive1.32×
SkewNeutral-0.12 pp
Implied moveBalanced±$6.69
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ346.5526.2%2.4%332.0929.3%2.5%
25Δ345.1526.4%2.0%333.6828.6%2.1%
30Δ343.9726.5%1.8%335.1427.9%1.7%
35Δ342.8126.6%1.6%336.3127.7%1.5%
40Δ341.7326.8%1.4%337.4927.4%1.3%
45Δ340.6727.0%1.2%338.5527.2%1.1%
50Δ339.6227.2%1.0%339.6127.0%0.9%
55Δ338.5527.4%0.9%340.6726.8%0.8%
60Δ337.4827.5%0.8%341.7126.6%0.7%
65Δ336.3027.8%0.6%342.8026.5%0.5%
70Δ335.1228.1%0.5%343.9826.5%0.4%
75Δ333.6628.7%0.4%345.1726.5%0.3%
80Δ332.0229.5%0.3%346.5026.0%0.2%

20Δ

Calls
Pseudo strike
346.55
IV
26.2%
B/E move
2.4%
Puts
Pseudo strike
332.09
IV
29.3%
B/E move
2.5%

25Δ

Calls
Pseudo strike
345.15
IV
26.4%
B/E move
2.0%
Puts
Pseudo strike
333.68
IV
28.6%
B/E move
2.1%

30Δ

Calls
Pseudo strike
343.97
IV
26.5%
B/E move
1.8%
Puts
Pseudo strike
335.14
IV
27.9%
B/E move
1.7%

35Δ

Calls
Pseudo strike
342.81
IV
26.6%
B/E move
1.6%
Puts
Pseudo strike
336.31
IV
27.7%
B/E move
1.5%

40Δ

Calls
Pseudo strike
341.73
IV
26.8%
B/E move
1.4%
Puts
Pseudo strike
337.49
IV
27.4%
B/E move
1.3%

45Δ

Calls
Pseudo strike
340.67
IV
27.0%
B/E move
1.2%
Puts
Pseudo strike
338.55
IV
27.2%
B/E move
1.1%

50Δ

Calls
Pseudo strike
339.62
IV
27.2%
B/E move
1.0%
Puts
Pseudo strike
339.61
IV
27.0%
B/E move
0.9%

55Δ

Calls
Pseudo strike
338.55
IV
27.4%
B/E move
0.9%
Puts
Pseudo strike
340.67
IV
26.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
337.48
IV
27.5%
B/E move
0.8%
Puts
Pseudo strike
341.71
IV
26.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
336.30
IV
27.8%
B/E move
0.6%
Puts
Pseudo strike
342.80
IV
26.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
335.12
IV
28.1%
B/E move
0.5%
Puts
Pseudo strike
343.98
IV
26.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
333.66
IV
28.7%
B/E move
0.4%
Puts
Pseudo strike
345.17
IV
26.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
332.02
IV
29.5%
B/E move
0.3%
Puts
Pseudo strike
346.50
IV
26.0%
B/E move
0.2%

Options history

No recorded observations