Share price$103.46
1D-1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:56:51.865Z
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 · 2026-10-22T22:30:00.003707261Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 122.47 | 62.7% | 20.2% | 92.29 | 53.7% | 12.7% |
| 25Δ | 118.65 | 61.8% | 17.1% | 94.65 | 54.5% | 11.0% |
| 30Δ | 114.27 | 56.3% | 13.3% | 96.94 | 52.3% | 9.3% |
| 35Δ | 111.79 | 56.1% | 11.5% | 99.21 | 49.6% | 7.7% |
| 40Δ | 109.38 | 55.8% | 9.8% | 101.20 | 49.3% | 6.6% |
| 45Δ | 107.20 | 55.2% | 8.5% | 103.03 | 50.2% | 5.8% |
| 50Δ | 105.02 | 54.6% | 7.1% | 104.87 | 51.0% | 4.9% |
| 55Δ | 103.05 | 53.8% | 6.1% | 106.95 | 51.9% | 4.3% |
| 60Δ | 101.08 | 52.9% | 5.0% | 109.05 | 52.9% | 3.6% |
| 65Δ | 98.96 | 53.3% | 4.2% | 111.50 | 54.3% | 3.0% |
| 70Δ | 96.66 | 55.4% | 3.5% | 114.24 | 56.0% | 2.4% |
| 75Δ | 94.36 | 56.5% | 2.9% | 117.61 | 58.0% | 1.9% |
| 80Δ | 92.07 | 55.1% | 2.2% | 121.80 | 60.8% | 1.4% |
| Date | IV |
|---|---|
| 48.13% | |
| 47.70% |