Share price$103.15
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:20:00.923Z
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 · 2026-10-22T23:00:00.002789765Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 113.56 | 36.2% | 11.2% | 93.99 | 43.0% | 10.3% |
| 25Δ | 111.42 | 35.4% | 9.4% | 96.07 | 42.6% | 8.8% |
| 30Δ | 109.55 | 35.3% | 8.1% | 97.87 | 42.5% | 7.6% |
| 35Δ | 108.22 | 36.7% | 7.3% | 99.49 | 42.8% | 6.6% |
| 40Δ | 106.89 | 38.1% | 6.6% | 101.05 | 42.3% | 5.7% |
| 45Δ | 105.55 | 39.4% | 5.9% | 102.58 | 41.5% | 4.9% |
| 50Δ | 104.16 | 39.7% | 5.2% | 104.11 | 40.7% | 4.0% |
| 55Δ | 102.72 | 39.2% | 4.5% | 105.77 | 40.8% | 3.3% |
| 60Δ | 101.28 | 38.7% | 3.7% | 107.58 | 42.2% | 2.9% |
| 65Δ | 99.80 | 38.5% | 3.0% | 109.40 | 43.6% | 2.4% |
| 70Δ | 97.95 | 41.4% | 2.7% | 112.18 | 47.4% | 2.0% |
| 75Δ | 96.00 | 43.1% | 2.2% | 115.41 | 51.6% | 1.7% |
| 80Δ | 93.97 | 43.1% | 1.8% | 118.43 | 51.8% | 1.2% |
| Date | IV |
|---|---|
| 36.62% | |
| 36.85% |