Share price$132.23
1D+0.3%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T16:44:29.636Z
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 · 2026-10-22T16:43:27.497444399Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 138.37 | 17.2% | 5.2% | 127.66 | 16.6% | 4.0% |
| 25Δ | 137.90 | 19.7% | 5.1% | 127.77 | 20.4% | 4.3% |
| 30Δ | 137.49 | 23.6% | 5.3% | 129.09 | 19.6% | 3.5% |
| 35Δ | 137.09 | 27.6% | 5.5% | 129.99 | 20.1% | 3.1% |
| 40Δ | 135.35 | 24.1% | 4.2% | 131.07 | 18.5% | 2.4% |
| 45Δ | 133.88 | 20.5% | 3.2% | 131.98 | 17.4% | 1.9% |
| 50Δ | 132.91 | 20.5% | 2.7% | 132.79 | 17.3% | 1.6% |
| 55Δ | 132.17 | 14.0% | 1.7% | 133.41 | 15.5% | 1.2% |
| 60Δ | 131.48 | 13.0% | 1.4% | 133.97 | 13.1% | 0.7% |
| 65Δ | 130.77 | 13.6% | 1.2% | 134.42 | 12.0% | 0.5% |
| 70Δ | 129.89 | 14.7% | 1.1% | 134.86 | 11.0% | 0.3% |
| 75Δ | 128.62 | 16.5% | 1.0% | 135.74 | 11.8% | 0.2% |
| 80Δ | 127.49 | 16.6% | 0.8% | 138.52 | 17.6% | 0.2% |
| Date | IV |
|---|---|
| 14.25% | |
| 13.58% |