Share price$100.31
1D+0.0%
Sold putSold call
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Market dataready · fetched 2026-10-23T13:31:41.682Z
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 · 2026-10-23T13:30:00.520123756Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T13:31:41.258514+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 100.92 | 1.2% | 0.7% | 100.13 | 3.5% | 0.4% |
| 25Δ | 100.83 | 1.2% | 0.6% | 100.26 | 4.8% | 0.5% |
| 30Δ | 100.75 | 1.3% | 0.6% | 100.39 | 6.0% | 0.5% |
| 35Δ | 100.67 | 1.3% | 0.5% | 100.52 | 7.3% | 0.6% |
| 40Δ | 100.58 | 1.4% | 0.4% | 100.65 | 8.5% | 0.6% |
| 45Δ | 100.50 | 1.4% | 0.4% | 100.78 | 9.8% | 0.7% |
| 50Δ | 100.42 | 1.4% | 0.3% | 100.91 | 11.0% | 0.8% |
| 55Δ | 100.34 | 1.5% | 0.3% | 101.13 | 11.8% | 0.8% |
| 60Δ | 100.25 | 1.5% | 0.2% | 101.52 | 11.7% | 0.6% |
| 65Δ | 100.17 | 1.5% | 0.2% | 101.92 | 11.6% | 0.4% |
| 70Δ | 100.09 | 1.6% | 0.1% | 102.59 | 12.7% | 0.3% |
| 75Δ | 100.00 | 1.6% | 0.1% | 104.01 | 17.2% | 0.4% |
| 80Δ | 99.63 | 2.5% | 0.1% | 105.79 | 20.8% | 0.3% |
No recorded observations