Share price$294.69
1D+0.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T06:57:24.173Z
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 · 2026-10-22T23:00:00.003707997Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:57:23.138075+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 271.16 | 51.4% | 10.3% | |||
| 30Δ | 277.09 | 51.0% | 8.9% | |||
| 35Δ | 309.45 | 37.7% | 7.3% | 282.69 | 51.3% | 7.7% |
| 40Δ | 305.12 | 36.6% | 6.3% | 287.96 | 52.2% | 6.8% |
| 45Δ | 300.78 | 35.5% | 5.2% | 293.26 | 52.1% | 5.9% |
| 50Δ | 296.99 | 35.5% | 4.5% | 298.56 | 51.3% | 4.9% |
| 55Δ | 293.32 | 35.8% | 3.9% | 303.94 | 50.9% | 4.1% |
| 60Δ | 289.59 | 36.1% | 3.3% | 309.35 | 50.7% | 3.4% |
| 65Δ | 285.28 | 37.3% | 2.9% | |||
| 70Δ | 280.97 | 38.6% | 2.4% | |||
| 75Δ | 273.38 | 45.4% | 2.3% | |||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 39.88% | |
| 37.99% |