Share price$134.54
1D-0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T10:56:01.797Z
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 · 2026-10-22T00:00:00.011575174Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 144.53 | 26.2% | 8.2% | 128.32 | 22.7% | 5.4% |
| 25Δ | 142.99 | 24.1% | 7.2% | 129.36 | 23.3% | 4.9% |
| 30Δ | 141.45 | 22.0% | 6.1% | 130.79 | 20.8% | 3.9% |
| 35Δ | 139.91 | 19.8% | 5.1% | 131.86 | 19.0% | 3.2% |
| 40Δ | 138.37 | 17.7% | 4.1% | 132.94 | 17.1% | 2.5% |
| 45Δ | 136.83 | 15.6% | 3.1% | 134.01 | 15.3% | 1.8% |
| 50Δ | 135.29 | 13.4% | 2.0% | 135.05 | 13.5% | 1.2% |
| 55Δ | 134.14 | 14.1% | 1.7% | 135.58 | 12.8% | 1.0% |
| 60Δ | 133.09 | 15.3% | 1.6% | 136.12 | 12.1% | 0.9% |
| 65Δ | 132.04 | 16.6% | 1.4% | 136.66 | 11.5% | 0.7% |
| 70Δ | 130.98 | 17.8% | 1.3% | 137.19 | 10.8% | 0.5% |
| 75Δ | 129.93 | 19.1% | 1.1% | 137.73 | 10.1% | 0.4% |
| 80Δ | 129.52 | 17.9% | 0.9% | 138.27 | 9.4% | 0.2% |
No recorded observations