Share price$99.51
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T12:20:45.890Z
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 · 2026-10-21T20:00:00.090943177Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 102.03 | 9.1% | 2.8% | 95.15 | 21.0% | 5.1% |
| 25Δ | 102.68 | 13.7% | 3.7% | 96.69 | 17.5% | 3.6% |
| 30Δ | 101.68 | 11.2% | 2.7% | 97.71 | 15.1% | 2.6% |
| 35Δ | 100.89 | 9.4% | 2.0% | 98.37 | 14.3% | 2.1% |
| 40Δ | 100.54 | 9.4% | 1.8% | 98.89 | 14.2% | 1.8% |
| 45Δ | 100.20 | 9.5% | 1.6% | 99.38 | 13.3% | 1.4% |
| 50Δ | 99.85 | 9.5% | 1.4% | 99.86 | 12.2% | 1.0% |
| 55Δ | 99.50 | 9.6% | 1.3% | 100.32 | 12.1% | 0.8% |
| 60Δ | 99.16 | 9.7% | 1.1% | 100.78 | 12.4% | 0.7% |
| 65Δ | 98.77 | 9.9% | 1.0% | 101.30 | 12.7% | 0.5% |
| 70Δ | 98.35 | 10.2% | 0.9% | 101.86 | 13.1% | 0.4% |
| 75Δ | 97.89 | 10.4% | 0.8% | 102.63 | 14.1% | 0.3% |
| 80Δ | 97.32 | 10.8% | 0.6% | |||
No recorded observations