Share price$100.43
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:30:15.621Z
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 · 2026-10-23T00:00:00.134328378Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 94.12 | 30.5% | 7.3% | |||
| 25Δ | 105.86 | 24.7% | 6.4% | 96.66 | 23.1% | 4.7% |
| 30Δ | 103.84 | 19.2% | 4.4% | 98.23 | 18.2% | 3.2% |
| 35Δ | 102.63 | 15.6% | 3.2% | 99.18 | 15.9% | 2.3% |
| 40Δ | 101.82 | 12.8% | 2.4% | 99.73 | 16.4% | 2.1% |
| 45Δ | 101.27 | 10.8% | 1.8% | 100.28 | 15.5% | 1.6% |
| 50Δ | 100.83 | 9.8% | 1.5% | 100.81 | 13.2% | 1.1% |
| 55Δ | 100.48 | 9.6% | 1.3% | 101.39 | 13.7% | 0.9% |
| 60Δ | 100.14 | 9.5% | 1.1% | 102.00 | 15.9% | 0.9% |
| 65Δ | 99.89 | 8.9% | 1.0% | 103.01 | 19.2% | 0.9% |
| 70Δ | 99.70 | 7.9% | 0.8% | 103.58 | 18.0% | 0.6% |
| 75Δ | 99.51 | 6.9% | 0.6% | 104.50 | 18.4% | 0.4% |
| 80Δ | 99.32 | 6.0% | 0.4% | |||
| Date | IV |
|---|---|
| 11.18% | |
| 10.76% |