Share price$308.22
1D+2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:19.980Z
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 · 2026-10-22T20:10:00.002733094Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 331.74 | 28.1% | 8.5% | 287.39 | 32.1% | 7.8% |
| 25Δ | 327.32 | 27.9% | 7.3% | 292.22 | 31.5% | 6.6% |
| 30Δ | 323.34 | 27.6% | 6.3% | 296.01 | 31.8% | 5.8% |
| 35Δ | 319.50 | 27.5% | 5.4% | 299.80 | 32.1% | 5.0% |
| 40Δ | 316.40 | 27.9% | 4.9% | 303.33 | 31.7% | 4.3% |
| 45Δ | 313.31 | 28.4% | 4.3% | 306.85 | 31.2% | 3.6% |
| 50Δ | 310.21 | 28.9% | 3.7% | 310.35 | 30.8% | 3.0% |
| 55Δ | 306.89 | 29.4% | 3.3% | 313.69 | 30.4% | 2.5% |
| 60Δ | 303.56 | 29.9% | 2.9% | 317.03 | 30.0% | 2.0% |
| 65Δ | 300.22 | 30.4% | 2.4% | 320.47 | 29.6% | 1.6% |
| 70Δ | 296.35 | 30.6% | 2.0% | 324.70 | 30.0% | 1.2% |
| 75Δ | 292.44 | 30.9% | 1.7% | 328.94 | 30.4% | 0.9% |
| 80Δ | 288.31 | 30.7% | 1.3% | 334.72 | 31.3% | 0.6% |
| Date | IV |
|---|---|
| 25.55% | |
| 26.20% |