Share price$197.01
1D-1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T12:25:13.772Z
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 · 2026-10-21T23:00:00.002313504Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 212.24 | 27.8% | 8.6% | 183.20 | 33.5% | 8.1% |
| 25Δ | 209.08 | 27.9% | 7.3% | 186.47 | 32.4% | 6.8% |
| 30Δ | 206.96 | 28.7% | 6.7% | 189.33 | 31.5% | 5.7% |
| 35Δ | 204.84 | 29.6% | 6.0% | 191.79 | 30.3% | 4.8% |
| 40Δ | 202.72 | 30.4% | 5.3% | 194.13 | 29.2% | 3.9% |
| 45Δ | 200.60 | 31.3% | 4.7% | 196.27 | 28.7% | 3.3% |
| 50Δ | 198.45 | 31.0% | 4.0% | 198.28 | 28.7% | 2.8% |
| 55Δ | 196.28 | 30.2% | 3.4% | 200.30 | 28.6% | 2.3% |
| 60Δ | 193.94 | 30.8% | 2.9% | 202.36 | 28.1% | 1.9% |
| 65Δ | 191.34 | 33.1% | 2.6% | 204.43 | 27.5% | 1.6% |
| 70Δ | 188.60 | 34.5% | 2.3% | 206.49 | 27.0% | 1.2% |
| 75Δ | 185.72 | 35.1% | 1.8% | 208.56 | 26.5% | 0.8% |
| 80Δ | 181.18 | 38.9% | 1.6% | 212.06 | 27.0% | 0.5% |
No recorded observations