Share price$111.22
1D+2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:50:59.905Z
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 · 2026-10-22T23:00:00.003469324Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 123.03 | 38.0% | 11.8% | 101.61 | 41.6% | 10.0% |
| 25Δ | 120.66 | 37.8% | 10.0% | 103.77 | 40.9% | 8.5% |
| 30Δ | 118.76 | 37.8% | 8.7% | 105.72 | 40.5% | 7.3% |
| 35Δ | 117.04 | 37.9% | 7.6% | 107.39 | 40.4% | 6.4% |
| 40Δ | 115.32 | 38.0% | 6.6% | 109.06 | 40.3% | 5.4% |
| 45Δ | 113.76 | 38.0% | 5.8% | 110.70 | 40.2% | 4.6% |
| 50Δ | 112.24 | 38.0% | 5.0% | 112.30 | 40.0% | 4.0% |
| 55Δ | 110.72 | 38.1% | 4.2% | 113.90 | 39.9% | 3.3% |
| 60Δ | 109.15 | 38.2% | 3.6% | 115.54 | 39.8% | 2.7% |
| 65Δ | 107.53 | 38.5% | 3.1% | 117.29 | 39.5% | 2.2% |
| 70Δ | 105.91 | 38.8% | 2.5% | 119.04 | 39.3% | 1.7% |
| 75Δ | 104.13 | 38.9% | 2.0% | 121.28 | 39.9% | 1.3% |
| 80Δ | 102.14 | 38.9% | 1.6% | 124.12 | 41.6% | 0.9% |
| Date | IV |
|---|---|
| 34.38% | |
| 34.24% |