Share price$109.19
1D+1.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T03:38:11.217Z
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 · 2026-10-22T00:00:00.110492542Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:38:09.962645+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 119.24 | 32.8% | 10.2% | 99.50 | 43.3% | 10.3% |
| 25Δ | 117.25 | 31.9% | 8.7% | 102.28 | 38.8% | 8.1% |
| 30Δ | 115.27 | 30.9% | 7.2% | 104.17 | 36.9% | 6.7% |
| 35Δ | 113.87 | 30.8% | 6.3% | 105.80 | 35.8% | 5.7% |
| 40Δ | 112.57 | 30.7% | 5.5% | 107.23 | 35.5% | 4.9% |
| 45Δ | 111.26 | 30.6% | 4.8% | 108.66 | 35.2% | 4.2% |
| 50Δ | 109.96 | 30.6% | 4.0% | 110.10 | 34.9% | 3.4% |
| 55Δ | 108.69 | 30.9% | 3.6% | 111.59 | 35.2% | 2.9% |
| 60Δ | 107.42 | 31.2% | 3.1% | 113.08 | 35.4% | 2.4% |
| 65Δ | 106.15 | 31.5% | 2.6% | 114.58 | 35.7% | 2.0% |
| 70Δ | 104.87 | 31.7% | 2.1% | 116.44 | 36.1% | 1.5% |
| 75Δ | 103.43 | 31.4% | 1.7% | 118.44 | 36.7% | 1.2% |
| 80Δ | 102.00 | 31.2% | 1.3% | 120.86 | 37.9% | 0.8% |
No recorded observations