Share price$492.73
1D+0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:14:00.795Z
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 · 2026-10-22T15:12:55.858545956Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 532.64 | 29.7% | 9.0% | 452.51 | 39.7% | 9.5% |
| 25Δ | 524.58 | 29.3% | 7.7% | 461.84 | 38.7% | 8.0% |
| 30Δ | 518.21 | 29.5% | 6.7% | 470.25 | 37.5% | 6.7% |
| 35Δ | 512.43 | 29.8% | 5.9% | 477.22 | 37.2% | 5.8% |
| 40Δ | 506.88 | 30.1% | 5.2% | 483.96 | 36.8% | 4.9% |
| 45Δ | 501.51 | 30.5% | 4.6% | 490.53 | 36.3% | 4.2% |
| 50Δ | 496.11 | 30.9% | 4.0% | 497.04 | 37.0% | 3.6% |
| 55Δ | 490.70 | 31.4% | 3.5% | 503.36 | 36.7% | 3.0% |
| 60Δ | 485.02 | 31.8% | 3.0% | 509.54 | 35.6% | 2.4% |
| 65Δ | 479.28 | 32.1% | 2.5% | 515.83 | 34.8% | 1.9% |
| 70Δ | 473.34 | 31.9% | 2.1% | 522.94 | 34.7% | 1.4% |
| 75Δ | 466.77 | 32.1% | 1.7% | 531.79 | 35.7% | 1.1% |
| 80Δ | 459.25 | 32.7% | 1.4% | 545.80 | 39.1% | 0.8% |
| Date | IV |
|---|---|
| 29.85% | |
| 30.06% |