Share price$217.56
1D+1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:22.343Z
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 · 2026-10-22T20:34:59.15872857Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 235.09 | 28.9% | 9.0% | 202.68 | 31.9% | 7.9% |
| 25Δ | 231.45 | 28.6% | 7.6% | 206.19 | 30.5% | 6.6% |
| 30Δ | 228.57 | 28.8% | 6.6% | 209.70 | 29.1% | 5.2% |
| 35Δ | 226.19 | 29.3% | 5.9% | 212.11 | 29.1% | 4.6% |
| 40Δ | 223.81 | 29.8% | 5.2% | 214.41 | 29.3% | 4.0% |
| 45Δ | 221.42 | 30.2% | 4.6% | 216.71 | 29.4% | 3.5% |
| 50Δ | 219.04 | 30.5% | 4.0% | 219.01 | 29.6% | 2.9% |
| 55Δ | 216.67 | 30.4% | 3.5% | 221.36 | 29.5% | 2.4% |
| 60Δ | 214.29 | 30.3% | 3.0% | 223.76 | 29.2% | 2.0% |
| 65Δ | 211.92 | 30.1% | 2.5% | 226.16 | 29.0% | 1.6% |
| 70Δ | 209.39 | 30.1% | 2.0% | 228.56 | 28.7% | 1.2% |
| 75Δ | 206.24 | 30.5% | 1.7% | 231.74 | 29.1% | 0.8% |
| 80Δ | 203.09 | 30.9% | 1.3% | 236.06 | 30.5% | 0.6% |
| Date | IV |
|---|---|
| 29.68% | |
| 30.03% |