Share price$219.90
1D+1.9%
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Market dataready · fetched 2026-10-21T16:59:20.321Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:58:18.103036604Z
FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-21T16:59:19.961175+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 226.14 | 41.2% | 3.2% | 215.82 | 29.8% | 2.1% |
| 25Δ | 224.16 | 34.0% | 2.3% | 216.71 | 29.2% | 1.8% |
| 30Δ | 222.40 | 28.0% | 1.5% | 217.56 | 28.6% | 1.5% |
| 35Δ | 221.80 | 28.1% | 1.4% | 218.17 | 28.2% | 1.3% |
| 40Δ | 221.20 | 28.2% | 1.2% | 218.78 | 27.9% | 1.1% |
| 45Δ | 220.60 | 28.4% | 1.0% | 219.38 | 27.6% | 0.9% |
| 50Δ | 220.00 | 28.5% | 0.9% | 219.99 | 27.3% | 0.8% |
| 55Δ | 219.38 | 28.7% | 0.8% | 220.58 | 27.3% | 0.7% |
| 60Δ | 218.76 | 28.8% | 0.7% | 221.18 | 27.4% | 0.6% |
| 65Δ | 218.14 | 28.9% | 0.5% | 221.77 | 27.4% | 0.5% |
| 70Δ | 217.52 | 29.1% | 0.4% | 222.36 | 27.4% | 0.4% |
| 75Δ | 226.74 | 57.9% | 0.6% | |||
| 80Δ | 229.53 | 66.1% | 0.5% | |||
| Date | IV |
|---|---|
| 24.42% | |
| 23.91% |