Share price$119.76
1D+3.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:08:27.843Z
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 · 2026-10-22T20:10:00.001079243Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 140.88 | 60.8% | 19.4% | 103.50 | 71.1% | 16.1% |
| 25Δ | 137.37 | 62.2% | 17.1% | 106.98 | 71.1% | 14.0% |
| 30Δ | 134.09 | 63.3% | 15.1% | 110.55 | 68.5% | 11.8% |
| 35Δ | 130.50 | 61.9% | 12.7% | 113.78 | 64.6% | 9.8% |
| 40Δ | 127.52 | 61.7% | 11.0% | 116.70 | 64.2% | 8.4% |
| 45Δ | 124.66 | 61.7% | 9.4% | 119.43 | 66.0% | 7.4% |
| 50Δ | 122.00 | 62.1% | 8.2% | 122.18 | 65.4% | 6.3% |
| 55Δ | 119.37 | 61.8% | 6.9% | 124.93 | 64.3% | 5.2% |
| 60Δ | 116.85 | 59.5% | 5.7% | 127.87 | 64.0% | 4.3% |
| 65Δ | 114.26 | 58.2% | 4.5% | 131.01 | 64.2% | 3.5% |
| 70Δ | 111.52 | 59.3% | 3.8% | 134.70 | 65.7% | 2.9% |
| 75Δ | 108.55 | 60.5% | 3.1% | 138.36 | 65.1% | 2.2% |
| 80Δ | 105.31 | 61.8% | 2.4% | 143.07 | 66.0% | 1.5% |
| Date | IV |
|---|---|
| 55.55% | |
| 55.27% |