Share price$119.24
1D+0.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:29:10.830Z
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 · 2026-10-22T18:28:56.560972016Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 143.29 | 68.1% | 22.1% | 101.93 | 77.2% | 17.3% |
| 25Δ | 137.72 | 64.9% | 18.0% | 105.51 | 78.7% | 15.2% |
| 30Δ | 133.80 | 64.4% | 15.4% | 109.41 | 75.2% | 12.8% |
| 35Δ | 130.51 | 64.8% | 13.4% | 112.76 | 73.9% | 11.0% |
| 40Δ | 127.72 | 67.2% | 12.0% | 115.95 | 73.3% | 9.4% |
| 45Δ | 125.03 | 70.1% | 10.8% | 119.05 | 73.2% | 8.1% |
| 50Δ | 121.96 | 69.2% | 9.2% | 122.21 | 73.2% | 7.0% |
| 55Δ | 118.95 | 68.3% | 7.7% | 125.39 | 73.1% | 5.9% |
| 60Δ | 116.08 | 67.4% | 6.4% | 128.51 | 71.7% | 4.8% |
| 65Δ | 113.09 | 68.0% | 5.3% | 131.99 | 71.5% | 3.9% |
| 70Δ | 110.04 | 69.3% | 4.4% | 135.92 | 72.2% | 3.1% |
| 75Δ | 106.69 | 70.0% | 3.6% | 140.32 | 72.8% | 2.4% |
| 80Δ | 103.14 | 70.3% | 2.7% | 144.85 | 72.0% | 1.7% |
| Date | IV |
|---|---|
| 57.45% | |
| 58.78% |