Share price$132.15
1D+1.0%
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Market dataready · fetched 2026-10-22T16:50:18.893Z
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 · 2026-10-22T16:49:50.260323583Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T16:49:30.490134+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 143.50 | 29.6% | 9.5% | 124.54 | 27.5% | 6.6% |
| 25Δ | 141.21 | 27.1% | 7.9% | 126.34 | 26.0% | 5.6% |
| 30Δ | 138.92 | 24.6% | 6.3% | 127.77 | 25.7% | 4.8% |
| 35Δ | 136.63 | 22.1% | 4.8% | 129.19 | 25.4% | 4.0% |
| 40Δ | 134.72 | 20.3% | 3.5% | 130.55 | 25.6% | 3.4% |
| 45Δ | 133.75 | 20.3% | 3.2% | 131.83 | 26.4% | 3.0% |
| 50Δ | 132.78 | 20.3% | 2.8% | 133.11 | 27.3% | 2.6% |
| 55Δ | 131.82 | 20.3% | 2.4% | 134.39 | 28.1% | 2.3% |
| 60Δ | 130.85 | 20.4% | 2.1% | 135.97 | 29.3% | 1.9% |
| 65Δ | 129.85 | 20.4% | 1.7% | 137.84 | 30.9% | 1.6% |
| 70Δ | 128.64 | 20.5% | 1.5% | 139.72 | 32.5% | 1.3% |
| 75Δ | 127.43 | 20.5% | 1.2% | 142.66 | 35.2% | 1.1% |
| 80Δ | 126.22 | 20.6% | 1.0% | 147.54 | 41.8% | 0.9% |
| Date | IV |
|---|---|
| 24.90% | |
| 22.70% |