Share price$103.15
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:47:39.997Z
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 | 113.55 | 36.8% | 11.2% | 93.98 | 43.7% | 10.3% |
| 25Δ | 111.42 | 36.1% | 9.4% | 96.07 | 43.3% | 8.8% |
| 30Δ | 109.55 | 36.0% | 8.0% | 97.86 | 43.2% | 7.6% |
| 35Δ | 108.21 | 37.4% | 7.3% | 99.48 | 43.5% | 6.6% |
| 40Δ | 106.88 | 38.8% | 6.6% | 101.04 | 43.0% | 5.7% |
| 45Δ | 105.54 | 40.2% | 5.9% | 102.57 | 42.2% | 4.9% |
| 50Δ | 104.15 | 40.4% | 5.2% | 104.10 | 41.4% | 4.0% |
| 55Δ | 102.71 | 39.9% | 4.4% | 105.75 | 41.5% | 3.3% |
| 60Δ | 101.27 | 39.4% | 3.7% | 107.56 | 42.9% | 2.9% |
| 65Δ | 99.78 | 39.3% | 3.0% | 109.38 | 44.3% | 2.4% |
| 70Δ | 97.93 | 42.2% | 2.7% | 112.14 | 48.0% | 2.0% |
| 75Δ | 95.97 | 43.9% | 2.2% | 115.36 | 52.4% | 1.7% |
| 80Δ | 93.94 | 44.0% | 1.8% | 118.37 | 52.6% | 1.2% |
| Date | IV |
|---|---|
| 36.62% | |
| 36.85% |