Share price$112.96
1D-0.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T22:50:33.388Z
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 · 2026-10-22T22:30:00.004155663Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:50:32.908020+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 124.54 | 37.4% | 11.4% | |||
| 25Δ | 120.66 | 30.9% | 8.1% | 107.20 | 31.5% | 6.5% |
| 30Δ | 118.37 | 27.2% | 6.2% | 109.14 | 27.8% | 4.9% |
| 35Δ | 116.75 | 24.8% | 4.9% | 110.67 | 24.2% | 3.7% |
| 40Δ | 115.47 | 22.7% | 4.0% | 111.82 | 21.7% | 2.8% |
| 45Δ | 114.43 | 21.8% | 3.3% | 112.69 | 20.1% | 2.2% |
| 50Δ | 113.53 | 22.0% | 2.9% | 113.49 | 19.6% | 1.8% |
| 55Δ | 112.62 | 22.6% | 2.6% | 114.28 | 19.7% | 1.5% |
| 60Δ | 111.72 | 22.9% | 2.2% | 115.07 | 19.4% | 1.2% |
| 65Δ | 110.83 | 22.1% | 1.8% | 115.82 | 18.8% | 0.9% |
| 70Δ | 109.67 | 23.7% | 1.6% | 116.68 | 18.8% | 0.7% |
| 75Δ | 108.77 | 22.5% | 1.3% | 117.54 | 18.5% | 0.4% |
| 80Δ | 107.47 | 23.1% | 1.0% | 118.48 | 18.2% | 0.2% |
| Date | IV |
|---|---|
| 22.04% | |
| 19.22% |