Share price$128.10
1D+2.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T06:40:29.716Z
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 · 2026-10-22T23:00:00.00293119Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:40:29.256827+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 140.90 | 36.5% | 11.1% | 117.70 | 39.3% | 9.4% |
| 25Δ | 137.05 | 31.6% | 8.2% | 120.66 | 35.9% | 7.4% |
| 30Δ | 134.48 | 28.9% | 6.5% | 122.49 | 35.3% | 6.4% |
| 35Δ | 133.04 | 28.6% | 5.7% | 124.32 | 34.7% | 5.4% |
| 40Δ | 131.60 | 28.4% | 4.9% | 126.00 | 34.9% | 4.6% |
| 45Δ | 130.17 | 28.2% | 4.1% | 127.59 | 35.6% | 4.1% |
| 50Δ | 128.86 | 28.3% | 3.6% | 129.18 | 36.3% | 3.5% |
| 55Δ | 127.57 | 28.5% | 3.2% | 130.81 | 36.4% | 3.0% |
| 60Δ | 126.28 | 28.7% | 2.7% | 132.50 | 36.1% | 2.4% |
| 65Δ | 124.99 | 28.8% | 2.3% | 134.18 | 35.8% | 1.9% |
| 70Δ | 123.61 | 28.3% | 1.9% | 136.49 | 37.1% | 1.5% |
| 75Δ | 122.23 | 27.7% | 1.6% | 139.39 | 39.9% | 1.2% |
| 80Δ | 120.85 | 27.2% | 1.2% | 142.90 | 42.1% | 0.9% |
| Date | IV |
|---|---|
| 27.62% | |
| 27.00% |