Share price$117.21
1D+0.4%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T13:57:08.318Z
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 · 2026-10-22T13:54:07.848631912Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 112.82 | 22.3% | 4.7% | |||
| 30Δ | 114.35 | 19.4% | 3.5% | |||
| 35Δ | 115.55 | 17.3% | 2.6% | |||
| 40Δ | 116.39 | 16.0% | 2.0% | |||
| 45Δ | 117.10 | 15.1% | 1.6% | |||
| 50Δ | 117.69 | 14.8% | 1.3% | |||
| 55Δ | 118.30 | 14.7% | 1.1% | |||
| 60Δ | 118.95 | 15.0% | 0.9% | |||
| 65Δ | 119.76 | 15.9% | 0.7% | |||
| 70Δ | 120.79 | 17.3% | 0.6% | |||
| 75Δ | 115.76 | 7.9% | 0.6% | 122.11 | 19.1% | 0.5% |
| 80Δ | 114.76 | 9.2% | 0.4% | 123.25 | 19.2% | 0.3% |
No recorded observations