Share price$131.24
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T11:10:06.346Z
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 · 2026-10-22T23:00:00.002554775Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 143.65 | 34.9% | 10.5% | 120.77 | 39.1% | 9.3% |
| 25Δ | 140.85 | 33.5% | 8.6% | 123.04 | 38.5% | 7.9% |
| 30Δ | 138.90 | 34.0% | 7.6% | 125.24 | 37.9% | 6.7% |
| 35Δ | 137.32 | 35.3% | 6.9% | 127.07 | 37.2% | 5.8% |
| 40Δ | 135.74 | 36.6% | 6.2% | 128.89 | 36.4% | 4.9% |
| 45Δ | 134.08 | 37.6% | 5.5% | 130.63 | 35.8% | 4.1% |
| 50Δ | 132.34 | 38.3% | 4.9% | 132.25 | 35.4% | 3.5% |
| 55Δ | 130.60 | 39.0% | 4.2% | 133.87 | 35.0% | 2.9% |
| 60Δ | 128.71 | 39.8% | 3.7% | 135.53 | 34.6% | 2.3% |
| 65Δ | 126.74 | 40.7% | 3.1% | 137.27 | 34.4% | 1.9% |
| 70Δ | 124.67 | 41.8% | 2.6% | 139.01 | 34.1% | 1.4% |
| 75Δ | 121.84 | 44.8% | 2.2% | 140.76 | 33.3% | 1.0% |
| 80Δ | 118.75 | 47.5% | 1.8% | 142.51 | 31.9% | 0.7% |
| Date | IV |
|---|---|
| 39.30% | |
| 37.74% |