Share price$474.28
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:31.978Z
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 · 2026-10-22T20:34:59.27913495Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 530.20 | 42.6% | 13.1% | 430.43 | 45.7% | 10.8% |
| 25Δ | 520.35 | 43.2% | 11.4% | 439.70 | 45.8% | 9.4% |
| 30Δ | 511.69 | 44.0% | 10.1% | 449.20 | 44.0% | 7.8% |
| 35Δ | 502.54 | 43.3% | 8.7% | 457.07 | 43.8% | 6.8% |
| 40Δ | 494.45 | 43.3% | 7.5% | 464.63 | 43.5% | 5.8% |
| 45Δ | 486.85 | 43.5% | 6.5% | 472.02 | 43.0% | 4.9% |
| 50Δ | 479.32 | 43.4% | 5.6% | 479.25 | 42.8% | 4.2% |
| 55Δ | 471.97 | 44.5% | 4.9% | 486.96 | 43.7% | 3.6% |
| 60Δ | 464.45 | 44.8% | 4.2% | 494.49 | 43.5% | 3.0% |
| 65Δ | 456.69 | 44.9% | 3.5% | 502.36 | 43.1% | 2.4% |
| 70Δ | 448.46 | 45.4% | 2.9% | 511.64 | 43.9% | 1.9% |
| 75Δ | 439.06 | 46.7% | 2.4% | 520.83 | 43.6% | 1.4% |
| 80Δ | 429.74 | 46.5% | 1.8% | 530.14 | 42.6% | 0.9% |
| Date | IV |
|---|---|
| 39.89% | |
| 39.98% |