Share price$133.06
1D+2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:57:19.029Z
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 · 2026-10-22T23:00:00.00233062Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 139.73 | 18.5% | 5.6% | 125.67 | 26.2% | 6.4% |
| 25Δ | 138.64 | 18.2% | 5.0% | 127.16 | 26.1% | 5.6% |
| 30Δ | 137.55 | 17.9% | 4.3% | 128.64 | 26.0% | 4.8% |
| 35Δ | 136.46 | 17.6% | 3.7% | 130.10 | 25.9% | 4.0% |
| 40Δ | 135.37 | 17.3% | 3.1% | 131.30 | 25.4% | 3.5% |
| 45Δ | 134.42 | 17.4% | 2.7% | 132.51 | 24.9% | 3.0% |
| 50Δ | 133.55 | 17.6% | 2.4% | 133.71 | 24.4% | 2.4% |
| 55Δ | 132.67 | 17.8% | 2.2% | 134.91 | 23.9% | 1.9% |
| 60Δ | 131.80 | 18.0% | 1.9% | 136.10 | 23.6% | 1.6% |
| 65Δ | 130.93 | 18.2% | 1.6% | 137.30 | 23.3% | 1.2% |
| 70Δ | 130.05 | 18.4% | 1.3% | 138.50 | 23.0% | 0.9% |
| 75Δ | 128.79 | 18.5% | 1.1% | 139.69 | 22.7% | 0.6% |
| 80Δ | 127.51 | 18.6% | 0.9% | 142.93 | 25.6% | 0.4% |
| Date | IV |
|---|---|
| 19.64% | |
| 19.84% |