Share price$496.83
1D+1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:02:16.823Z
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 · 2026-10-22T23:00:00.00259244Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 534.26 | 27.8% | 8.4% | 458.10 | 37.8% | 9.1% |
| 25Δ | 527.72 | 28.3% | 7.4% | 466.08 | 38.2% | 7.9% |
| 30Δ | 521.40 | 28.3% | 6.4% | 474.22 | 36.9% | 6.6% |
| 35Δ | 516.01 | 28.9% | 5.7% | 482.10 | 34.9% | 5.4% |
| 40Δ | 510.89 | 29.8% | 5.1% | 488.46 | 34.8% | 4.7% |
| 45Δ | 505.55 | 30.0% | 4.5% | 494.64 | 34.7% | 4.0% |
| 50Δ | 500.17 | 30.0% | 3.9% | 500.80 | 34.8% | 3.4% |
| 55Δ | 494.80 | 30.3% | 3.4% | 507.16 | 35.1% | 2.9% |
| 60Δ | 489.39 | 30.6% | 2.9% | 513.41 | 34.8% | 2.3% |
| 65Δ | 483.64 | 30.9% | 2.5% | 519.56 | 34.1% | 1.8% |
| 70Δ | 477.60 | 31.3% | 2.1% | 527.27 | 34.7% | 1.4% |
| 75Δ | 471.04 | 31.7% | 1.7% | 535.98 | 35.4% | 1.1% |
| 80Δ | 463.47 | 32.1% | 1.4% | 547.76 | 37.4% | 0.8% |
| Date | IV |
|---|---|
| 29.85% | |
| 30.06% |