Share price$123.40
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:06:34.417Z
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 · 2026-10-22T23:00:00.002177373Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 148.77 | 69.2% | 22.5% | 111.24 | 48.7% | 11.5% |
| 25Δ | 139.71 | 52.7% | 15.1% | 114.67 | 44.1% | 9.0% |
| 30Δ | 132.55 | 38.5% | 9.3% | 117.70 | 35.9% | 6.6% |
| 35Δ | 128.86 | 31.5% | 6.4% | 120.31 | 29.5% | 4.6% |
| 40Δ | 127.10 | 28.7% | 5.2% | 121.64 | 30.1% | 4.1% |
| 45Δ | 125.34 | 25.8% | 3.9% | 122.98 | 30.7% | 3.6% |
| 50Δ | 124.10 | 25.2% | 3.3% | 124.31 | 31.4% | 3.1% |
| 55Δ | 122.99 | 25.1% | 2.9% | 125.69 | 31.5% | 2.6% |
| 60Δ | 121.88 | 25.0% | 2.5% | 127.11 | 31.1% | 2.1% |
| 65Δ | 120.76 | 24.8% | 2.1% | 128.52 | 30.7% | 1.7% |
| 70Δ | 119.37 | 25.6% | 1.7% | 129.94 | 30.3% | 1.2% |
| 75Δ | 117.38 | 28.2% | 1.5% | 131.85 | 30.4% | 0.9% |
| 80Δ | 115.39 | 30.9% | 1.3% | 133.78 | 30.6% | 0.6% |
| Date | IV |
|---|---|
| 25.36% | |
| 25.22% |