Share price$284.30
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T09:59:33.921Z
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 · 2026-10-21T23:00:00.003979748Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 308.28 | 30.9% | 9.4% | 264.59 | 31.9% | 7.9% |
| 25Δ | 300.45 | 25.9% | 6.7% | 271.60 | 27.0% | 5.7% |
| 30Δ | 297.31 | 26.0% | 6.0% | 274.53 | 27.4% | 5.0% |
| 35Δ | 294.45 | 26.4% | 5.3% | 277.45 | 27.9% | 4.4% |
| 40Δ | 291.58 | 26.7% | 4.7% | 280.36 | 28.2% | 3.8% |
| 45Δ | 288.75 | 27.1% | 4.1% | 283.10 | 27.6% | 3.2% |
| 50Δ | 285.95 | 27.5% | 3.6% | 285.84 | 26.9% | 2.7% |
| 55Δ | 283.15 | 27.9% | 3.2% | 288.58 | 26.3% | 2.1% |
| 60Δ | 280.35 | 28.3% | 2.7% | 291.44 | 26.0% | 1.7% |
| 65Δ | 277.15 | 28.6% | 2.3% | 294.45 | 26.1% | 1.4% |
| 70Δ | 273.89 | 28.9% | 2.0% | 297.45 | 26.1% | 1.1% |
| 75Δ | 270.63 | 29.2% | 1.6% | 300.66 | 26.2% | 0.7% |
| 80Δ | 266.20 | 29.9% | 1.3% | 305.01 | 26.4% | 0.5% |
No recorded observations