Share price$158.18
1D-3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:44:55.894Z
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 · 2026-10-22T20:11:07.001664385Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 182.20 | 52.2% | 16.7% | 147.12 | 33.5% | 8.1% |
| 25Δ | 169.71 | 32.9% | 8.6% | 151.34 | 26.0% | 5.5% |
| 30Δ | 166.88 | 30.8% | 7.1% | 152.96 | 26.3% | 4.8% |
| 35Δ | 164.35 | 28.6% | 5.7% | 154.57 | 26.6% | 4.1% |
| 40Δ | 162.42 | 26.3% | 4.7% | 156.05 | 25.8% | 3.5% |
| 45Δ | 160.50 | 24.0% | 3.7% | 157.48 | 24.8% | 2.9% |
| 50Δ | 159.03 | 23.3% | 3.1% | 158.90 | 23.7% | 2.3% |
| 55Δ | 157.73 | 23.1% | 2.7% | 160.35 | 23.0% | 1.8% |
| 60Δ | 156.42 | 23.0% | 2.3% | 161.88 | 23.5% | 1.5% |
| 65Δ | 155.11 | 22.8% | 1.9% | 163.41 | 24.0% | 1.2% |
| 70Δ | 153.37 | 23.6% | 1.6% | 164.94 | 24.6% | 0.9% |
| 75Δ | 151.59 | 24.5% | 1.4% | 167.24 | 25.6% | 0.7% |
| 80Δ | 149.75 | 25.4% | 1.1% | 169.57 | 26.6% | 0.5% |
| Date | IV |
|---|---|
| 24.90% | |
| 24.89% |