Share price$130.30
1D+0.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T22:51:08.334Z
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 · 2026-10-22T20:00:05.137633629Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:51:07.856706+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 151.38 | 56.3% | 17.8% | 114.63 | 61.5% | 14.1% |
| 25Δ | 146.58 | 53.8% | 14.6% | 118.16 | 60.2% | 12.1% |
| 30Δ | 143.11 | 53.5% | 12.5% | 121.39 | 59.0% | 10.3% |
| 35Δ | 140.45 | 55.0% | 11.2% | 124.36 | 57.8% | 8.8% |
| 40Δ | 137.65 | 54.9% | 9.7% | 127.10 | 58.1% | 7.7% |
| 45Δ | 134.84 | 54.5% | 8.3% | 129.79 | 58.8% | 6.6% |
| 50Δ | 132.29 | 55.0% | 7.2% | 132.54 | 58.8% | 5.7% |
| 55Δ | 129.73 | 55.5% | 6.2% | 135.29 | 58.7% | 4.8% |
| 60Δ | 127.13 | 55.8% | 5.3% | 138.04 | 57.7% | 3.9% |
| 65Δ | 124.49 | 56.2% | 4.4% | 140.96 | 57.2% | 3.2% |
| 70Δ | 121.67 | 56.8% | 3.6% | 144.30 | 57.7% | 2.5% |
| 75Δ | 118.66 | 57.4% | 2.9% | 147.52 | 56.7% | 1.9% |
| 80Δ | 115.37 | 58.1% | 2.3% | 151.05 | 55.5% | 1.3% |
| Date | IV |
|---|---|
| 49.85% | |
| 51.81% |