Share price$319.40
1D-5.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:49:28.007Z
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 · 2026-10-22T23:00:00.003001704Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 346.61 | 31.1% | 9.5% | 295.78 | 35.3% | 8.6% |
| 25Δ | 340.53 | 30.1% | 7.8% | 301.41 | 34.4% | 7.2% |
| 30Δ | 336.56 | 30.5% | 7.0% | 305.81 | 34.2% | 6.2% |
| 35Δ | 332.79 | 31.1% | 6.2% | 310.18 | 34.1% | 5.3% |
| 40Δ | 329.05 | 31.8% | 5.5% | 314.08 | 34.0% | 4.6% |
| 45Δ | 325.41 | 32.7% | 4.9% | 317.99 | 33.9% | 3.9% |
| 50Δ | 321.77 | 33.6% | 4.3% | 321.88 | 33.8% | 3.3% |
| 55Δ | 318.04 | 33.8% | 3.8% | 325.77 | 33.7% | 2.8% |
| 60Δ | 314.23 | 33.5% | 3.2% | 329.65 | 33.6% | 2.2% |
| 65Δ | 310.42 | 33.1% | 2.6% | 333.70 | 33.1% | 1.8% |
| 70Δ | 306.15 | 33.3% | 2.2% | 337.77 | 32.6% | 1.4% |
| 75Δ | 301.82 | 33.5% | 1.8% | 342.39 | 32.4% | 1.0% |
| 80Δ | 297.02 | 33.4% | 1.4% | 347.67 | 32.4% | 0.6% |
| Date | IV |
|---|---|
| 28.84% | |
| 28.27% |