Share price$212.56
1D-5.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:14:42.207Z
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 · 2026-10-21T22:47:56.252243533Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 262.13 | 76.9% | 25.5% | 185.44 | 66.1% | 15.0% |
| 25Δ | 253.04 | 77.2% | 22.0% | 190.79 | 68.1% | 13.4% |
| 30Δ | 245.13 | 77.7% | 19.1% | 196.49 | 67.5% | 11.6% |
| 35Δ | 237.92 | 78.2% | 16.6% | 201.69 | 67.7% | 10.2% |
| 40Δ | 231.33 | 79.1% | 14.5% | 206.85 | 67.0% | 8.7% |
| 45Δ | 225.07 | 80.2% | 12.7% | 211.94 | 66.3% | 7.5% |
| 50Δ | 218.89 | 81.1% | 11.0% | 216.92 | 65.7% | 6.3% |
| 55Δ | 212.71 | 81.4% | 9.4% | 221.87 | 64.9% | 5.3% |
| 60Δ | 206.44 | 82.7% | 8.0% | 226.78 | 63.6% | 4.3% |
| 65Δ | 200.10 | 84.6% | 6.7% | 231.83 | 62.5% | 3.5% |
| 70Δ | 193.24 | 86.6% | 5.6% | 237.12 | 61.4% | 2.7% |
| 75Δ | 185.24 | 91.5% | 4.7% | 242.73 | 60.2% | 2.0% |
| 80Δ | 175.76 | 97.2% | 3.8% | 248.71 | 58.9% | 1.4% |
No recorded observations