Share price$154.69
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:36:01.509Z
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 · 2026-10-22T22:30:00.65369905Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 169.76 | 35.7% | 10.8% | 142.17 | 38.9% | 9.4% |
| 25Δ | 167.77 | 38.0% | 10.0% | 146.45 | 32.7% | 6.8% |
| 30Δ | 165.20 | 38.4% | 8.8% | 147.98 | 35.5% | 6.4% |
| 35Δ | 162.58 | 37.7% | 7.5% | 150.41 | 32.6% | 5.1% |
| 40Δ | 160.13 | 36.6% | 6.3% | 152.13 | 34.2% | 4.6% |
| 45Δ | 157.95 | 35.7% | 5.3% | 154.03 | 33.5% | 3.8% |
| 50Δ | 155.96 | 35.6% | 4.6% | 155.85 | 33.0% | 3.2% |
| 55Δ | 153.99 | 36.9% | 4.1% | 157.69 | 33.1% | 2.7% |
| 60Δ | 151.96 | 36.9% | 3.5% | 159.46 | 32.4% | 2.2% |
| 65Δ | 149.79 | 37.7% | 3.0% | 161.38 | 32.3% | 1.7% |
| 70Δ | 147.54 | 38.0% | 2.5% | 163.45 | 32.3% | 1.3% |
| 75Δ | 145.30 | 37.5% | 2.0% | 165.72 | 32.4% | 1.0% |
| 80Δ | 142.38 | 38.2% | 1.6% | 168.72 | 33.4% | 0.7% |
| Date | IV |
|---|---|
| 32.31% | |
| 32.06% |