Share price$102.68
1D-1.7%
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Market dataready · fetched 2026-10-21T16:57:59.563Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:56:32.41635175Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:57:59.186536+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 110.82 | 116.1% | 8.9% | 95.92 | 115.5% | 7.6% |
| 25Δ | 109.38 | 118.2% | 7.8% | 97.27 | 116.0% | 6.6% |
| 30Δ | 107.81 | 115.6% | 6.6% | 98.54 | 116.2% | 5.8% |
| 35Δ | 106.55 | 115.8% | 5.7% | 99.75 | 114.6% | 4.9% |
| 40Δ | 105.36 | 116.2% | 4.9% | 100.89 | 114.1% | 4.3% |
| 45Δ | 104.22 | 117.2% | 4.3% | 101.98 | 113.0% | 3.7% |
| 50Δ | 103.08 | 116.2% | 3.6% | 103.06 | 112.0% | 3.1% |
| 55Δ | 101.98 | 114.1% | 3.0% | 104.12 | 111.4% | 2.6% |
| 60Δ | 100.77 | 124.8% | 2.8% | 105.20 | 109.9% | 2.2% |
| 65Δ | 99.72 | 116.0% | 2.1% | 106.42 | 112.8% | 1.9% |
| 70Δ | 98.52 | 116.9% | 1.8% | 107.66 | 112.2% | 1.5% |
| 75Δ | 96.85 | 126.3% | 1.5% | 108.86 | 110.0% | 1.1% |
| 80Δ | 94.64 | 138.6% | 1.2% | 110.53 | 112.3% | 0.9% |
| Date | IV |
|---|---|
| 108.64% | |
| 109.60% |