Share price$118.00
1D-1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:01:30.737Z
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 · 2026-10-22T22:30:00.003303437Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 126.67 | 33.1% | 8.7% | 111.31 | 35.2% | 7.2% |
| 30Δ | 123.99 | 28.9% | 6.6% | 113.58 | 30.8% | 5.5% |
| 35Δ | 122.11 | 25.8% | 5.1% | 115.22 | 28.1% | 4.3% |
| 40Δ | 120.71 | 23.5% | 4.1% | 116.50 | 26.4% | 3.5% |
| 45Δ | 119.56 | 21.3% | 3.3% | 117.60 | 25.6% | 2.9% |
| 50Δ | 118.66 | 19.7% | 2.7% | 118.63 | 24.2% | 2.3% |
| 55Δ | 117.90 | 18.8% | 2.3% | 119.80 | 26.0% | 2.1% |
| 60Δ | 117.15 | 17.9% | 1.9% | 121.16 | 28.1% | 1.8% |
| 65Δ | 116.40 | 17.0% | 1.5% | 122.82 | 30.5% | 1.6% |
| 70Δ | 115.61 | 16.6% | 1.2% | 124.40 | 31.1% | 1.3% |
| 75Δ | 114.90 | 16.3% | 1.0% | 126.12 | 31.3% | 0.9% |
| 80Δ | 114.54 | 14.5% | 0.8% | |||
| Date | IV |
|---|---|
| 19.60% | |
| 20.14% |