Share price$292.94
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:38:18.714Z
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 · 2026-10-21T23:00:00.003729561Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 276.03 | 47.7% | 8.5% | |||
| 35Δ | 308.61 | 39.4% | 7.8% | 281.99 | 45.0% | 7.0% |
| 40Δ | 304.44 | 40.5% | 7.0% | 286.82 | 44.1% | 5.9% |
| 45Δ | 300.26 | 41.6% | 6.2% | 291.53 | 43.4% | 5.0% |
| 50Δ | 295.88 | 42.6% | 5.5% | 296.02 | 43.1% | 4.2% |
| 55Δ | 291.49 | 43.7% | 4.8% | 300.62 | 43.0% | 3.5% |
| 60Δ | 286.92 | 44.0% | 4.1% | 306.15 | 44.9% | 3.0% |
| 65Δ | 282.26 | 44.0% | 3.5% | |||
| 70Δ | 277.16 | 44.4% | 2.9% | |||
| 75Δ | 271.67 | 45.3% | 2.3% | |||
| 80Δ | ||||||
No recorded observations