Share price$147.23
1D+0.3%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T04:11:38.244Z
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 · 2026-10-22T23:00:00.003936689Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 171.45 | 57.4% | 18.1% | 132.46 | 50.1% | 11.7% |
| 25Δ | 161.38 | 43.1% | 11.3% | 137.60 | 40.3% | 8.3% |
| 30Δ | 156.54 | 36.0% | 8.1% | 140.77 | 36.3% | 6.4% |
| 35Δ | 153.90 | 34.7% | 6.7% | 142.70 | 36.7% | 5.7% |
| 40Δ | 152.16 | 36.2% | 6.1% | 144.64 | 37.1% | 4.9% |
| 45Δ | 150.42 | 37.7% | 5.5% | 146.50 | 36.6% | 4.2% |
| 50Δ | 148.50 | 38.2% | 4.9% | 148.35 | 35.8% | 3.5% |
| 55Δ | 146.53 | 38.5% | 4.2% | 150.22 | 35.2% | 2.8% |
| 60Δ | 144.53 | 38.6% | 3.6% | 152.18 | 35.3% | 2.4% |
| 65Δ | 142.46 | 38.7% | 3.0% | 154.14 | 35.3% | 1.9% |
| 70Δ | 140.39 | 38.7% | 2.5% | 156.39 | 35.6% | 1.5% |
| 75Δ | 137.78 | 39.8% | 2.0% | 158.88 | 36.1% | 1.1% |
| 80Δ | 135.05 | 41.1% | 1.6% | 161.63 | 36.2% | 0.7% |
| Date | IV |
|---|---|
| 31.19% | |
| 30.84% |