Share price$157.53
1D+0.1%
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Market dataready · fetched 2026-10-21T17:00:15.717Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:09.873669589Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:15.043048+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 166.95 | 85.1% | 6.7% | 149.33 | 81.0% | 5.8% |
| 25Δ | 163.27 | 59.9% | 4.2% | 153.01 | 53.3% | 3.4% |
| 30Δ | 159.94 | 37.5% | 2.1% | 155.27 | 38.1% | 2.0% |
| 35Δ | 159.36 | 37.8% | 1.8% | 155.86 | 37.5% | 1.7% |
| 40Δ | 158.78 | 38.0% | 1.6% | 156.45 | 37.0% | 1.5% |
| 45Δ | 158.20 | 38.3% | 1.4% | 157.04 | 36.5% | 1.3% |
| 50Δ | 157.63 | 38.6% | 1.2% | 157.62 | 36.1% | 1.0% |
| 55Δ | 157.03 | 38.6% | 1.0% | 158.19 | 36.2% | 0.9% |
| 60Δ | 156.44 | 38.7% | 0.9% | 158.75 | 36.3% | 0.8% |
| 65Δ | 155.84 | 38.7% | 0.7% | 159.31 | 36.4% | 0.6% |
| 70Δ | 155.25 | 38.7% | 0.6% | 159.88 | 36.5% | 0.5% |
| 75Δ | 154.44 | 39.7% | 0.5% | 160.55 | 35.9% | 0.4% |
| 80Δ | 153.48 | 41.4% | 0.4% | 161.25 | 35.1% | 0.3% |
| Date | IV |
|---|---|
| 34.75% | |
| 35.54% |