Share price$127.69
1D+0.6%
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Market dataready · fetched 2026-10-24T04:26:44.404Z
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 · 2026-10-23T20:00:00.495472433Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:26:44.623288+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 145.37 | 50.2% | 15.3% | 114.55 | 52.9% | 12.0% |
| 25Δ | 139.51 | 41.9% | 10.9% | 119.13 | 43.0% | 8.6% |
| 30Δ | 135.51 | 35.2% | 7.9% | 121.25 | 40.7% | 7.3% |
| 35Δ | 133.45 | 33.4% | 6.6% | 123.53 | 37.5% | 5.8% |
| 40Δ | 131.67 | 32.3% | 5.5% | 125.53 | 35.2% | 4.6% |
| 45Δ | 129.91 | 31.4% | 4.5% | 127.04 | 34.6% | 3.9% |
| 50Δ | 128.49 | 31.8% | 4.0% | 128.55 | 33.9% | 3.3% |
| 55Δ | 127.08 | 32.3% | 3.5% | 130.06 | 33.3% | 2.6% |
| 60Δ | 125.66 | 32.7% | 3.0% | 131.62 | 33.1% | 2.2% |
| 65Δ | 124.09 | 33.3% | 2.5% | 133.17 | 32.9% | 1.8% |
| 70Δ | 122.36 | 34.0% | 2.1% | 134.73 | 32.7% | 1.3% |
| 75Δ | 120.63 | 34.6% | 1.8% | 136.84 | 33.1% | 1.0% |
| 80Δ | 118.62 | 35.4% | 1.4% | 139.07 | 33.7% | 0.7% |
| Date | IV |
|---|---|
| 38.30% | |
| 39.25% | |
| 38.87% | |
| 37.06% | |
| 37.04% | |
| 37.29% | |
| 36.82% | |
| 35.27% | |
| 34.57% | |
| 33.76% | |
| 31.98% | |
| 30.92% | |
| 31.48% | |
| 31.66% | |
| 31.96% | |
| 38.19% | |
| 40.02% | |
| 29.96% | |
| 30.08% | |
| 29.33% | |
| 28.81% | |
| 27.90% | |
| 27.65% | |
| 27.56% | |
| 26.39% | |
| 26.48% | |
| 25.75% | |
| 25.40% | |
| 28.28% | |
| 28.69% | |
| 29.82% | |
| 29.01% | |
| 32.28% | |
| 34.18% | |
| 35.87% | |
| 39.49% | |
| 28.59% | |
| 28.55% | |
| 28.74% | |
| 28.31% | |
| 28.43% | |
| 28.49% | |
| 28.96% | |
| 28.86% | |
| 26.86% | |
| 28.25% | |
| 28.22% | |
| 28.25% | |
| 28.70% | |
| 28.44% | |
| 31.40% | |
| 30.25% | |
| 34.51% | |
| 38.12% | |
| 28.94% | |
| 28.67% | |
| 28.97% | |
| 30.26% | |
| 30.74% | |
| 31.41% |