Share price$122.68
1D-1.4%
Sold putSold call
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Market dataready · fetched 2026-10-22T16:53:47.449Z
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 · 2026-10-22T16:53:32.927017558Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:53:46.162703+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 148.13 | 69.4% | 22.7% | 110.83 | 47.6% | 11.3% |
| 25Δ | 138.15 | 50.4% | 14.5% | 114.09 | 43.2% | 8.9% |
| 30Δ | 129.89 | 33.4% | 7.6% | 116.67 | 38.5% | 7.0% |
| 35Δ | 128.06 | 31.0% | 6.3% | 118.99 | 33.7% | 5.3% |
| 40Δ | 126.22 | 28.5% | 5.1% | 120.81 | 32.0% | 4.3% |
| 45Δ | 124.65 | 26.5% | 4.0% | 122.25 | 32.7% | 3.8% |
| 50Δ | 123.59 | 25.5% | 3.5% | 123.68 | 33.3% | 3.3% |
| 55Δ | 122.53 | 24.4% | 3.0% | 125.14 | 34.0% | 2.8% |
| 60Δ | 121.48 | 23.3% | 2.4% | 126.88 | 34.6% | 2.3% |
| 65Δ | 120.42 | 22.3% | 1.9% | 128.62 | 35.2% | 1.9% |
| 70Δ | 118.88 | 23.6% | 1.6% | 130.84 | 36.7% | 1.5% |
| 75Δ | 117.00 | 26.5% | 1.4% | 134.95 | 41.8% | 1.3% |
| 80Δ | 115.13 | 29.4% | 1.3% | 139.05 | 46.9% | 1.0% |
| Date | IV |
|---|---|
| 25.36% | |
| 25.22% |