Share price$157.50
1D+0.2%
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Market dataready · fetched 2026-10-21T17:48:08.622Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:48:03.405991492Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:07.574052+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 166.97 | 86.0% | 6.7% | 149.62 | 78.3% | 5.6% |
| 25Δ | 163.48 | 62.4% | 4.4% | 153.79 | 45.2% | 2.8% |
| 30Δ | 160.00 | 38.9% | 2.1% | 155.39 | 35.8% | 1.9% |
| 35Δ | 159.40 | 38.9% | 1.9% | 155.94 | 36.1% | 1.7% |
| 40Δ | 158.80 | 38.9% | 1.7% | 156.49 | 36.4% | 1.5% |
| 45Δ | 158.20 | 38.9% | 1.4% | 157.04 | 36.7% | 1.3% |
| 50Δ | 157.60 | 38.9% | 1.2% | 157.59 | 36.8% | 1.1% |
| 55Δ | 157.02 | 38.7% | 1.0% | 158.13 | 36.4% | 0.9% |
| 60Δ | 156.43 | 38.5% | 0.9% | 158.67 | 35.9% | 0.8% |
| 65Δ | 155.85 | 38.2% | 0.7% | 159.21 | 35.4% | 0.6% |
| 70Δ | 155.27 | 38.0% | 0.6% | 159.75 | 35.0% | 0.5% |
| 75Δ | 154.45 | 39.2% | 0.5% | 160.39 | 34.4% | 0.4% |
| 80Δ | 153.43 | 41.6% | 0.4% | 161.11 | 33.9% | 0.3% |
| Date | IV |
|---|---|
| 34.75% | |
| 35.54% |