Share price$111.69
1D-2.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T06:00:55.332Z
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 · 2026-10-23T00:00:00.792782274Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 120.48 | 29.7% | 8.8% | 103.16 | 36.6% | 8.8% |
| 25Δ | 119.37 | 32.1% | 8.2% | 105.23 | 36.0% | 7.3% |
| 30Δ | 118.12 | 33.5% | 7.4% | 106.96 | 33.7% | 6.1% |
| 35Δ | 116.51 | 32.9% | 6.4% | 108.70 | 31.4% | 4.8% |
| 40Δ | 115.41 | 35.8% | 6.0% | 110.03 | 30.9% | 4.1% |
| 45Δ | 114.03 | 36.3% | 5.3% | 111.20 | 34.2% | 3.8% |
| 50Δ | 112.63 | 37.2% | 4.7% | 112.41 | 32.2% | 3.1% |
| 55Δ | 111.18 | 36.8% | 4.0% | 113.52 | 28.6% | 2.3% |
| 60Δ | 109.71 | 37.3% | 3.4% | 114.68 | 28.9% | 1.9% |
| 65Δ | 108.28 | 37.2% | 2.9% | 115.75 | 27.8% | 1.4% |
| 70Δ | 106.96 | 35.5% | 2.4% | 117.32 | 29.6% | 1.2% |
| 75Δ | 105.64 | 33.9% | 1.8% | 118.61 | 28.8% | 0.8% |
| 80Δ | 103.46 | 35.3% | 1.4% | 120.34 | 29.4% | 0.6% |
| Date | IV |
|---|---|
| 32.39% | |
| 30.99% |