Share price$100.27
1D+0.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T12:32:53.222Z
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 · 2026-10-23T00:00:00.04141922Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T12:32:52.750268+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 100.10 | 2.6% | 0.3% | |||
| 25Δ | 100.22 | 3.1% | 0.3% | |||
| 30Δ | 100.33 | 3.5% | 0.3% | |||
| 35Δ | 100.44 | 4.0% | 0.3% | |||
| 40Δ | 100.56 | 4.4% | 0.2% | |||
| 45Δ | 100.67 | 4.9% | 0.2% | |||
| 50Δ | 100.79 | 5.4% | 0.2% | |||
| 55Δ | 100.90 | 5.8% | 0.2% | |||
| 60Δ | 99.89 | 13.1% | 1.5% | 101.06 | 6.4% | 0.2% |
| 65Δ | 99.71 | 11.3% | 1.2% | 101.54 | 8.0% | 0.2% |
| 70Δ | 99.53 | 9.6% | 0.9% | 102.03 | 9.7% | 0.2% |
| 75Δ | 99.34 | 7.8% | 0.6% | 103.21 | 13.2% | 0.2% |
| 80Δ | 99.16 | 6.1% | 0.3% | 105.51 | 18.8% | 0.2% |
No recorded observations