Share price$134.65
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T08:42:05.250Z
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 · 2026-10-21T23:00:00.002794813Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 153.63 | 47.2% | 15.4% | 122.05 | 45.6% | 10.9% |
| 25Δ | 147.14 | 40.9% | 10.9% | 125.48 | 42.4% | 8.7% |
| 30Δ | 144.25 | 39.9% | 9.2% | 127.67 | 42.6% | 7.7% |
| 35Δ | 142.02 | 39.7% | 8.0% | 129.87 | 42.8% | 6.6% |
| 40Δ | 139.81 | 39.6% | 6.8% | 131.92 | 42.2% | 5.7% |
| 45Δ | 137.88 | 39.9% | 6.0% | 133.97 | 41.5% | 4.8% |
| 50Δ | 135.95 | 40.3% | 5.2% | 135.99 | 41.1% | 4.0% |
| 55Δ | 133.97 | 40.8% | 4.5% | 137.99 | 41.0% | 3.4% |
| 60Δ | 131.96 | 41.4% | 3.9% | 139.99 | 40.8% | 2.8% |
| 65Δ | 129.93 | 42.2% | 3.3% | 142.79 | 43.2% | 2.4% |
| 70Δ | 127.05 | 46.2% | 2.9% | 145.66 | 45.3% | 1.9% |
| 75Δ | 124.40 | 48.1% | 2.5% | 148.79 | 46.1% | 1.5% |
| 80Δ | 122.34 | 45.1% | 1.9% | 151.89 | 45.6% | 1.0% |
No recorded observations