Share price$132.19
1D+0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:47:13.367Z
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 · 2026-10-22T15:42:18.606837912Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 138.00 | 16.2% | 4.9% | 127.60 | 16.7% | 4.0% |
| 25Δ | 137.22 | 17.3% | 4.5% | 127.83 | 20.0% | 4.2% |
| 30Δ | 135.60 | 14.5% | 3.3% | 129.18 | 18.9% | 3.3% |
| 35Δ | 134.57 | 13.0% | 2.7% | 129.97 | 19.9% | 3.0% |
| 40Δ | 133.99 | 13.5% | 2.4% | 131.04 | 18.4% | 2.4% |
| 45Δ | 133.37 | 14.5% | 2.3% | 131.94 | 17.5% | 1.9% |
| 50Δ | 132.76 | 14.2% | 2.0% | 132.71 | 15.9% | 1.4% |
| 55Δ | 132.16 | 11.9% | 1.5% | 133.46 | 15.4% | 1.1% |
| 60Δ | 131.46 | 12.5% | 1.3% | 134.30 | 15.6% | 0.9% |
| 65Δ | 130.70 | 13.9% | 1.2% | 135.39 | 16.2% | 0.7% |
| 70Δ | 129.77 | 15.1% | 1.1% | 136.49 | 16.8% | 0.6% |
| 75Δ | 128.51 | 16.8% | 1.0% | 137.59 | 17.4% | 0.4% |
| 80Δ | 127.37 | 17.0% | 0.9% | 138.69 | 18.0% | 0.2% |
No recorded observations