Share price$155.79
1D+0.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:51:21.043Z
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 · 2026-10-23T15:50:38.701305334Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 169.16 | 32.2% | 9.5% | 143.62 | 38.2% | 9.1% |
| 25Δ | 167.65 | 35.1% | 9.0% | 146.43 | 37.7% | 7.7% |
| 30Δ | 163.85 | 30.2% | 6.7% | 148.78 | 37.4% | 6.6% |
| 35Δ | 161.93 | 30.1% | 5.8% | 150.81 | 38.6% | 5.9% |
| 40Δ | 160.26 | 30.9% | 5.2% | 153.00 | 37.9% | 5.0% |
| 45Δ | 158.51 | 30.9% | 4.5% | 155.06 | 38.3% | 4.3% |
| 50Δ | 156.84 | 31.1% | 3.9% | 157.12 | 37.9% | 3.6% |
| 55Δ | 155.15 | 31.2% | 3.4% | 159.26 | 38.4% | 3.1% |
| 60Δ | 153.47 | 30.8% | 2.9% | 161.56 | 39.1% | 2.6% |
| 65Δ | 151.83 | 30.3% | 2.4% | 163.91 | 39.2% | 2.1% |
| 70Δ | 149.85 | 31.5% | 2.0% | 166.59 | 39.9% | 1.7% |
| 75Δ | 148.29 | 29.8% | 1.6% | 169.28 | 39.6% | 1.2% |
| 80Δ | 145.97 | 30.8% | 1.3% | 173.53 | 41.8% | 0.9% |
| Date | IV |
|---|---|
| 32.31% | |
| 32.06% | |
| 33.57% |