Share price$119.26
1D+3.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T04:08:05.529Z
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 · 2026-10-22T23:00:00.002428329Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-23T04:08:04.939519+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 126.93 | 23.4% | 7.2% | 112.25 | 27.4% | 6.8% |
| 25Δ | 125.24 | 23.2% | 6.0% | 113.88 | 27.0% | 5.7% |
| 30Δ | 124.09 | 23.1% | 5.3% | 115.35 | 26.6% | 4.8% |
| 35Δ | 123.03 | 23.0% | 4.7% | 116.49 | 26.4% | 4.2% |
| 40Δ | 121.96 | 22.9% | 4.1% | 117.63 | 26.1% | 3.6% |
| 45Δ | 120.90 | 22.7% | 3.5% | 118.78 | 25.9% | 3.0% |
| 50Δ | 119.86 | 22.6% | 2.9% | 119.92 | 25.6% | 2.4% |
| 55Δ | 118.93 | 22.2% | 2.6% | 121.08 | 25.7% | 2.1% |
| 60Δ | 118.00 | 21.9% | 2.2% | 122.24 | 25.7% | 1.7% |
| 65Δ | 117.07 | 21.6% | 1.9% | 123.40 | 25.8% | 1.4% |
| 70Δ | 116.14 | 21.3% | 1.5% | 124.56 | 25.8% | 1.0% |
| 75Δ | 115.21 | 20.9% | 1.2% | 126.51 | 27.4% | 0.8% |
| 80Δ | 113.80 | 21.1% | 1.0% | 128.93 | 30.0% | 0.6% |
| Date | IV |
|---|---|
| 23.85% | |
| 24.00% |