Share price$250.28
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:21:55.289Z
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 · 2026-10-21T23:00:00.002698315Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 271.33 | 30.8% | 9.3% | 231.79 | 35.2% | 8.5% |
| 25Δ | 267.19 | 30.1% | 8.0% | 236.67 | 32.3% | 6.8% |
| 30Δ | 263.65 | 29.8% | 6.9% | 240.89 | 30.3% | 5.5% |
| 35Δ | 260.11 | 29.4% | 5.8% | 243.68 | 30.5% | 4.8% |
| 40Δ | 257.39 | 29.8% | 5.2% | 246.47 | 30.7% | 4.2% |
| 45Δ | 254.68 | 30.2% | 4.6% | 249.26 | 30.8% | 3.5% |
| 50Δ | 251.98 | 30.6% | 4.0% | 251.94 | 30.5% | 3.0% |
| 55Δ | 249.22 | 30.9% | 3.4% | 254.59 | 29.9% | 2.5% |
| 60Δ | 246.28 | 31.3% | 3.0% | 257.24 | 29.4% | 2.0% |
| 65Δ | 243.34 | 31.6% | 2.6% | 259.89 | 28.8% | 1.5% |
| 70Δ | 240.41 | 32.0% | 2.1% | 263.56 | 29.5% | 1.2% |
| 75Δ | 236.29 | 33.3% | 1.8% | 267.26 | 30.2% | 0.9% |
| 80Δ | 231.98 | 34.8% | 1.4% | 271.34 | 30.8% | 0.6% |
No recorded observations