Share price$219.56
1D+1.7%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:24.255Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:20.150110469Z
FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-21T17:47:56.430899+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 225.51 | 38.5% | 3.0% | 215.44 | 30.6% | 2.1% |
| 25Δ | 223.10 | 29.6% | 1.9% | 216.28 | 29.9% | 1.8% |
| 30Δ | 222.04 | 27.3% | 1.5% | 217.12 | 29.2% | 1.5% |
| 35Δ | 221.43 | 27.1% | 1.3% | 217.83 | 28.8% | 1.3% |
| 40Δ | 220.83 | 27.0% | 1.2% | 218.43 | 28.5% | 1.1% |
| 45Δ | 220.22 | 26.8% | 1.0% | 219.03 | 28.2% | 1.0% |
| 50Δ | 219.63 | 26.9% | 0.8% | 219.63 | 27.9% | 0.8% |
| 55Δ | 219.06 | 27.1% | 0.7% | 220.23 | 27.7% | 0.7% |
| 60Δ | 218.48 | 27.2% | 0.6% | 220.84 | 27.6% | 0.6% |
| 65Δ | 217.91 | 27.4% | 0.5% | 221.45 | 27.6% | 0.5% |
| 70Δ | 217.35 | 27.1% | 0.4% | 222.06 | 27.5% | 0.4% |
| 75Δ | 216.82 | 25.6% | 0.3% | 223.60 | 33.8% | 0.3% |
| 80Δ | 216.28 | 24.1% | 0.3% | 228.03 | 57.4% | 0.4% |
| Date | IV |
|---|---|
| 24.42% | |
| 23.91% |