Share price$168.74
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T07:28:40.748Z
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 · 2026-10-21T23:00:00.00304431Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 184.73 | 34.7% | 10.5% | 152.84 | 46.3% | 11.0% |
| 25Δ | 181.23 | 33.3% | 8.7% | 156.72 | 44.1% | 9.1% |
| 30Δ | 178.61 | 33.2% | 7.6% | 160.49 | 40.2% | 7.2% |
| 35Δ | 176.48 | 34.0% | 6.8% | 163.13 | 38.9% | 6.1% |
| 40Δ | 174.34 | 34.3% | 5.9% | 165.67 | 38.0% | 5.1% |
| 45Δ | 172.15 | 33.3% | 5.1% | 167.96 | 38.0% | 4.4% |
| 50Δ | 169.97 | 32.4% | 4.2% | 170.23 | 37.9% | 3.7% |
| 55Δ | 168.04 | 32.2% | 3.6% | 172.43 | 37.1% | 3.1% |
| 60Δ | 166.11 | 32.0% | 3.1% | 174.62 | 36.3% | 2.4% |
| 65Δ | 164.06 | 32.2% | 2.6% | 176.92 | 35.7% | 1.9% |
| 70Δ | 161.86 | 32.7% | 2.2% | 179.24 | 35.3% | 1.5% |
| 75Δ | 159.53 | 33.3% | 1.8% | 182.43 | 36.2% | 1.1% |
| 80Δ | 156.47 | 34.8% | 1.4% | 186.25 | 37.7% | 0.8% |
No recorded observations