Share price$292.30
1D+1.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:43:12.623Z
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 · 2026-10-22T23:00:00.002457199Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:43:11.626410+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 315.58 | 29.0% | 8.8% | 272.54 | 32.1% | 7.8% |
| 25Δ | 310.35 | 28.1% | 7.3% | 276.82 | 31.8% | 6.7% |
| 30Δ | 306.85 | 28.1% | 6.5% | 280.89 | 31.5% | 5.7% |
| 35Δ | 303.48 | 28.1% | 5.6% | 284.33 | 31.2% | 4.9% |
| 40Δ | 300.11 | 28.1% | 4.8% | 287.78 | 30.9% | 4.2% |
| 45Δ | 297.13 | 28.3% | 4.3% | 291.13 | 30.6% | 3.5% |
| 50Δ | 294.16 | 28.5% | 3.8% | 294.30 | 30.4% | 3.0% |
| 55Δ | 291.19 | 28.7% | 3.2% | 297.47 | 30.2% | 2.5% |
| 60Δ | 288.10 | 28.8% | 2.8% | 300.68 | 30.0% | 2.0% |
| 65Δ | 284.95 | 28.8% | 2.4% | 304.07 | 29.7% | 1.6% |
| 70Δ | 281.79 | 28.8% | 1.9% | 307.45 | 29.4% | 1.2% |
| 75Δ | 277.83 | 29.6% | 1.6% | 311.68 | 29.9% | 0.9% |
| 80Δ | 272.84 | 31.4% | 1.3% | 318.53 | 32.8% | 0.6% |
| Date | IV |
|---|---|
| 25.79% | |
| 26.11% |