Share price$126.53
1D-1.1%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T23:21:01.696Z
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 · 2026-10-22T20:00:00.840622029Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 146.60 | 53.0% | 17.4% | 114.05 | 49.4% | 11.5% |
| 25Δ | 138.91 | 42.9% | 11.5% | 118.15 | 41.6% | 8.5% |
| 30Δ | 135.11 | 38.1% | 8.7% | 121.20 | 33.4% | 6.1% |
| 35Δ | 132.88 | 35.8% | 7.3% | 122.87 | 32.4% | 5.2% |
| 40Δ | 130.69 | 33.5% | 5.8% | 124.54 | 31.4% | 4.2% |
| 45Δ | 128.96 | 33.5% | 5.0% | 125.96 | 30.6% | 3.6% |
| 50Δ | 127.43 | 34.5% | 4.5% | 127.28 | 29.8% | 3.0% |
| 55Δ | 125.91 | 35.4% | 3.9% | 128.60 | 29.0% | 2.4% |
| 60Δ | 124.24 | 36.6% | 3.4% | 129.92 | 28.2% | 1.9% |
| 65Δ | 122.34 | 37.9% | 3.0% | 131.18 | 27.4% | 1.5% |
| 70Δ | 120.45 | 39.2% | 2.5% | 132.45 | 26.6% | 1.1% |
| 75Δ | 118.14 | 41.3% | 2.1% | 133.71 | 25.7% | 0.8% |
| 80Δ | 115.12 | 44.4% | 1.8% | 134.97 | 24.9% | 0.4% |
| Date | IV |
|---|---|
| 28.97% | |
| 29.10% |