Share price$251.46
1D+1.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T13:38:48.567Z
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 · 2026-10-22T13:38:41.685466899Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 279.76 | 41.0% | 12.5% | 226.32 | 49.1% | 11.7% |
| 25Δ | 274.66 | 40.9% | 10.9% | 231.81 | 48.7% | 10.0% |
| 30Δ | 269.67 | 40.9% | 9.3% | 237.07 | 46.9% | 8.4% |
| 35Δ | 265.70 | 41.6% | 8.3% | 241.85 | 45.5% | 7.1% |
| 40Δ | 261.73 | 42.2% | 7.3% | 246.00 | 44.8% | 6.1% |
| 45Δ | 257.83 | 42.7% | 6.4% | 250.15 | 44.0% | 5.1% |
| 50Δ | 253.99 | 43.2% | 5.6% | 254.06 | 43.7% | 4.3% |
| 55Δ | 250.15 | 43.7% | 4.8% | 257.97 | 43.3% | 3.6% |
| 60Δ | 246.03 | 44.4% | 4.1% | 261.97 | 42.9% | 3.0% |
| 65Δ | 241.91 | 45.2% | 3.5% | 266.07 | 42.5% | 2.4% |
| 70Δ | 237.30 | 46.2% | 2.9% | 270.21 | 42.1% | 1.8% |
| 75Δ | 232.27 | 47.4% | 2.4% | 275.47 | 42.3% | 1.4% |
| 80Δ | 226.12 | 49.4% | 1.9% | 280.99 | 42.5% | 1.0% |
No recorded observations