Share price$118.46
1D+1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:09.430Z
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 · 2026-10-22T20:10:00.004242611Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 126.23 | 24.3% | 7.3% | 111.83 | 27.0% | 6.5% |
| 25Δ | 123.43 | 18.9% | 5.0% | 114.13 | 22.5% | 4.6% |
| 30Δ | 121.85 | 15.9% | 3.7% | 115.65 | 19.6% | 3.5% |
| 35Δ | 120.82 | 14.0% | 2.9% | 116.76 | 17.6% | 2.6% |
| 40Δ | 120.03 | 12.6% | 2.3% | 117.62 | 16.1% | 2.0% |
| 45Δ | 119.47 | 11.5% | 1.9% | 118.33 | 15.5% | 1.6% |
| 50Δ | 118.95 | 10.4% | 1.6% | 118.95 | 15.5% | 1.4% |
| 55Δ | 118.58 | 9.6% | 1.3% | 119.61 | 15.6% | 1.1% |
| 60Δ | 118.21 | 8.8% | 1.1% | 120.23 | 15.2% | 0.9% |
| 65Δ | 117.83 | 8.3% | 0.9% | 120.77 | 14.3% | 0.6% |
| 70Δ | 117.43 | 8.2% | 0.8% | 122.11 | 17.7% | 0.6% |
| 75Δ | 117.03 | 8.1% | 0.7% | 122.53 | 15.9% | 0.4% |
| 80Δ | 116.06 | 9.1% | 0.4% | 122.96 | 14.1% | 0.1% |
| Date | IV |
|---|---|
| 13.16% | |
| 12.47% |