Share price$236.11
1D+3.0%
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Market dataready · fetched 2026-10-20T06:03:42.507Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:07:16.405672153Z
FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-20T06:03:41.875133+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 262.96 | 39.7% | 12.6% | 216.18 | 40.0% | 9.8% |
| 25Δ | 258.12 | 40.1% | 11.0% | 220.50 | 40.0% | 8.5% |
| 30Δ | 253.86 | 40.5% | 9.6% | 224.48 | 39.5% | 7.3% |
| 35Δ | 249.40 | 39.8% | 8.2% | 228.01 | 40.1% | 6.4% |
| 40Δ | 245.97 | 41.2% | 7.4% | 231.70 | 38.4% | 5.3% |
| 45Δ | 242.19 | 40.9% | 6.3% | 235.04 | 40.1% | 4.7% |
| 50Δ | 238.50 | 39.6% | 5.3% | 238.45 | 39.3% | 3.9% |
| 55Δ | 235.03 | 41.3% | 4.7% | 241.85 | 38.9% | 3.3% |
| 60Δ | 231.45 | 41.6% | 4.1% | 245.14 | 38.0% | 2.6% |
| 65Δ | 227.76 | 41.5% | 3.4% | 248.50 | 37.3% | 2.1% |
| 70Δ | 224.04 | 41.2% | 2.7% | 251.98 | 36.6% | 1.6% |
| 75Δ | 219.79 | 41.9% | 2.2% | 255.16 | 35.1% | 1.1% |
| 80Δ | 214.71 | 43.3% | 1.8% | 259.68 | 35.2% | 0.7% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 38.85% | -0.00 pp | 9.22% |