Share price$270.32
1D-0.4%
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Market dataready · fetched 2026-10-21T16:58:07.737Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:58:05.378991526Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:07.171059+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 281.51 | 63.2% | 4.7% | 259.98 | 64.3% | 4.4% |
| 25Δ | 279.08 | 61.6% | 3.9% | 262.33 | 62.0% | 3.7% |
| 30Δ | 276.99 | 60.2% | 3.3% | 264.09 | 62.4% | 3.2% |
| 35Δ | 275.24 | 59.8% | 2.8% | 265.81 | 62.1% | 2.8% |
| 40Δ | 273.71 | 61.6% | 2.5% | 267.51 | 60.7% | 2.4% |
| 45Δ | 272.20 | 62.9% | 2.2% | 269.05 | 59.6% | 2.0% |
| 50Δ | 270.60 | 60.9% | 1.9% | 270.58 | 59.4% | 1.7% |
| 55Δ | 268.98 | 62.2% | 1.6% | 272.12 | 60.5% | 1.5% |
| 60Δ | 267.29 | 65.8% | 1.4% | 273.63 | 59.9% | 1.2% |
| 65Δ | 265.23 | 71.0% | 1.3% | 275.18 | 59.2% | 1.0% |
| 70Δ | 263.61 | 68.1% | 1.0% | 277.31 | 62.9% | 0.9% |
| 75Δ | 260.90 | 73.5% | 0.8% | 279.27 | 63.0% | 0.7% |
| 80Δ | 257.40 | 81.4% | 0.7% | 280.81 | 59.6% | 0.5% |
| Date | IV |
|---|---|
| 83.78% | |
| 88.36% | |
| 94.63% | |
| 96.26% | |
| 99.73% | |
| 98.42% | |
| 102.71% | |
| 109.10% | |
| 120.15% | |
| 121.58% | |
| 68.27% | |
| 58.54% | |
| 62.84% | |
| 55.96% | |
| 56.03% | |
| 57.89% | |
| 54.09% | |
| 56.36% | |
| 55.13% | |
| 55.34% | |
| 53.67% | |
| 52.94% | |
| 56.14% | |
| 56.40% | |
| 53.48% | |
| 51.37% | |
| 52.31% | |
| 50.63% | |
| 55.14% | |
| 53.35% | |
| 53.41% | |
| 51.64% | |
| 56.90% | |
| 54.86% | |
| 56.87% | |
| 51.58% | |
| 55.94% | |
| 60.54% | |
| 57.43% | |
| 54.11% | |
| 52.20% | |
| 59.16% | |
| 58.10% | |
| 56.05% | |
| 57.31% | |
| 52.24% | |
| 57.73% | |
| 56.21% | |
| 56.93% | |
| 55.20% | |
| 50.83% | |
| 58.17% | |
| 53.76% | |
| 54.82% | |
| 54.82% | |
| 55.00% | |
| 59.80% | |
| 63.53% | |
| 64.36% | |
| 63.37% | |
| 71.65% | |
| 71.50% | |
| 73.04% |