Share price$126.92
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:30:42.845Z
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 · 2026-10-21T23:00:00.002517634Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 147.68 | 56.8% | 18.0% | 112.00 | 59.5% | 13.8% |
| 25Δ | 142.97 | 54.4% | 14.8% | 115.96 | 55.2% | 11.2% |
| 30Δ | 139.65 | 54.5% | 12.7% | 118.81 | 54.3% | 9.6% |
| 35Δ | 136.57 | 53.5% | 10.9% | 121.44 | 53.9% | 8.2% |
| 40Δ | 133.76 | 53.1% | 9.3% | 123.91 | 53.8% | 7.1% |
| 45Δ | 131.23 | 53.2% | 8.1% | 126.35 | 53.6% | 6.1% |
| 50Δ | 128.76 | 53.7% | 7.0% | 128.75 | 53.2% | 5.2% |
| 55Δ | 126.34 | 54.6% | 6.1% | 131.23 | 53.1% | 4.4% |
| 60Δ | 123.85 | 55.4% | 5.2% | 133.80 | 53.3% | 3.6% |
| 65Δ | 121.28 | 55.8% | 4.4% | 136.55 | 53.5% | 3.0% |
| 70Δ | 118.43 | 57.2% | 3.6% | 139.47 | 53.7% | 2.3% |
| 75Δ | 115.31 | 59.3% | 3.0% | 143.17 | 55.0% | 1.8% |
| 80Δ | 111.16 | 63.6% | 2.5% | 147.68 | 56.8% | 1.3% |
No recorded observations