Share price$117.96
1D+1.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:34:42.047Z
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 · 2026-10-22T17:33:49.574580674Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | 120.43 | 15.2% | 0.7% | |||
| 70Δ | 116.74 | 9.3% | 0.8% | 121.31 | 16.0% | 0.5% |
| 75Δ | 116.33 | 9.1% | 0.7% | 122.52 | 17.4% | 0.4% |
| 80Δ | 115.63 | 9.5% | 0.5% | 124.50 | 20.7% | 0.3% |
| Date | IV |
|---|---|
| 13.16% | |
| 12.47% |