Share price$338.11
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:33:56.242Z
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 · 2026-10-21T23:52:27.208542973Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 386.99 | 51.1% | 16.0% | 306.56 | 45.8% | 10.9% |
| 25Δ | 374.56 | 47.3% | 12.7% | 314.41 | 43.5% | 9.0% |
| 30Δ | 366.77 | 46.7% | 10.8% | 320.70 | 42.7% | 7.6% |
| 35Δ | 359.28 | 45.5% | 9.1% | 326.26 | 41.5% | 6.5% |
| 40Δ | 353.85 | 47.2% | 8.2% | 331.59 | 40.7% | 5.4% |
| 45Δ | 348.23 | 47.9% | 7.2% | 336.49 | 40.5% | 4.7% |
| 50Δ | 342.18 | 46.2% | 6.0% | 341.56 | 41.0% | 4.0% |
| 55Δ | 336.50 | 45.6% | 5.1% | 347.10 | 42.9% | 3.5% |
| 60Δ | 331.03 | 45.5% | 4.3% | 352.45 | 43.4% | 3.0% |
| 65Δ | 325.16 | 46.2% | 3.6% | 357.59 | 42.2% | 2.3% |
| 70Δ | 319.11 | 47.1% | 3.0% | 362.79 | 40.9% | 1.8% |
| 75Δ | 312.47 | 47.6% | 2.4% | 368.04 | 39.6% | 1.3% |
| 80Δ | 303.50 | 50.9% | 2.0% | 374.21 | 38.6% | 0.8% |
No recorded observations