Share price$101.74
1D-2.6%
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Market dataready · fetched 2026-10-21T17:48:44.818Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:48:33.960248909Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:44.162371+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 109.76 | 115.6% | 8.8% | 94.50 | 124.9% | 8.2% |
| 25Δ | 108.43 | 119.2% | 7.8% | 96.41 | 115.3% | 6.6% |
| 30Δ | 106.80 | 115.1% | 6.5% | 97.70 | 113.8% | 5.6% |
| 35Δ | 105.57 | 116.1% | 5.7% | 98.91 | 111.4% | 4.8% |
| 40Δ | 104.38 | 115.8% | 4.9% | 99.99 | 111.8% | 4.2% |
| 45Δ | 103.25 | 117.1% | 4.3% | 101.07 | 107.7% | 3.5% |
| 50Δ | 102.13 | 115.7% | 3.6% | 102.11 | 112.5% | 3.1% |
| 55Δ | 101.04 | 114.0% | 3.0% | 103.17 | 112.5% | 2.7% |
| 60Δ | 99.94 | 115.7% | 2.6% | 104.13 | 106.2% | 2.1% |
| 65Δ | 98.87 | 113.2% | 2.1% | 105.30 | 108.9% | 1.8% |
| 70Δ | 96.54 | 151.3% | 2.3% | 106.47 | 108.1% | 1.4% |
| 75Δ | 94.71 | 157.3% | 1.9% | 107.65 | 106.7% | 1.1% |
| 80Δ | 92.40 | 165.5% | 1.5% | 108.35 | 97.1% | 0.8% |
| Date | IV |
|---|---|
| 108.64% | |
| 109.60% |