Share price$127.23
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:18:16.088Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21
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 · 2026-10-22T16:16:36.139922663Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | 133.48 | 28.9% | 12.7% | |||
| 55Δ | 129.34 | 29.8% | 11.5% | 137.89 | 30.5% | 4.3% |
| 60Δ | 125.20 | 30.7% | 10.2% | |||
| 65Δ | 121.06 | 31.7% | 9.0% | |||
| 70Δ | 116.92 | 32.6% | 7.8% | |||
| 75Δ | 112.78 | 33.5% | 6.6% | |||
| 80Δ | 108.00 | 34.8% | 5.4% | |||
| Date | IV |
|---|---|
| 28.97% | |
| 29.10% |