Share price$100.19
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:39:33.790Z
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 · 2026-10-21T23:00:00.002115298Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 112.92 | 42.8% | 13.9% | 93.25 | 31.8% | 7.9% |
| 25Δ | 108.96 | 35.2% | 10.1% | 95.73 | 26.2% | 5.6% |
| 30Δ | 105.01 | 27.6% | 6.2% | 96.76 | 25.8% | 4.9% |
| 35Δ | 103.96 | 27.9% | 5.6% | 97.79 | 25.4% | 4.2% |
| 40Δ | 102.92 | 28.2% | 5.0% | 98.82 | 24.9% | 3.5% |
| 45Δ | 101.88 | 28.5% | 4.4% | 99.85 | 24.5% | 2.8% |
| 50Δ | 100.85 | 28.8% | 3.8% | 100.73 | 24.1% | 2.4% |
| 55Δ | 99.82 | 28.9% | 3.2% | 101.59 | 23.7% | 2.0% |
| 60Δ | 98.88 | 28.0% | 2.8% | 102.46 | 23.3% | 1.7% |
| 65Δ | 97.93 | 27.1% | 2.4% | 103.32 | 23.0% | 1.3% |
| 70Δ | 96.98 | 26.2% | 2.0% | 104.18 | 22.6% | 0.9% |
| 75Δ | 96.04 | 25.2% | 1.5% | 105.08 | 22.3% | 0.6% |
| 80Δ | 95.09 | 24.3% | 1.1% | 106.86 | 23.5% | 0.4% |
No recorded observations