Share price$202.70
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:08:17.743Z
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 · 2026-10-22T20:10:00.00212729Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 217.52 | 25.9% | 8.1% | 192.36 | 24.0% | 5.9% |
| 25Δ | 213.79 | 23.4% | 6.4% | 195.60 | 21.2% | 4.4% |
| 30Δ | 210.07 | 20.8% | 4.7% | 197.24 | 21.6% | 3.9% |
| 35Δ | 208.48 | 20.7% | 4.3% | 198.88 | 22.0% | 3.4% |
| 40Δ | 206.94 | 20.6% | 3.8% | 200.50 | 22.2% | 3.0% |
| 45Δ | 205.39 | 20.6% | 3.4% | 202.07 | 21.9% | 2.6% |
| 50Δ | 203.84 | 20.5% | 2.9% | 203.65 | 21.6% | 2.2% |
| 55Δ | 202.30 | 20.4% | 2.5% | 205.23 | 21.4% | 1.9% |
| 60Δ | 200.75 | 20.4% | 2.1% | 206.80 | 21.1% | 1.5% |
| 65Δ | 199.10 | 20.5% | 1.7% | 208.38 | 20.8% | 1.1% |
| 70Δ | 197.35 | 20.8% | 1.5% | 209.96 | 20.5% | 0.8% |
| 75Δ | 195.61 | 21.1% | 1.2% | 213.13 | 22.1% | 0.6% |
| 80Δ | 193.79 | 20.7% | 1.0% | 216.36 | 23.6% | 0.4% |
| Date | IV |
|---|---|
| 19.49% | |
| 19.37% |