Share price$154.46
1D+3.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:48:54.339Z
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 · 2026-10-22T14:47:09.488886074Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 172.53 | 42.1% | 12.9% | 138.73 | 50.6% | 11.9% |
| 25Δ | 168.22 | 39.7% | 10.5% | 142.28 | 49.6% | 10.1% |
| 30Δ | 165.68 | 40.8% | 9.3% | 145.49 | 48.9% | 8.6% |
| 35Δ | 163.18 | 41.2% | 8.2% | 148.32 | 48.4% | 7.5% |
| 40Δ | 160.69 | 41.3% | 7.2% | 151.08 | 48.2% | 6.4% |
| 45Δ | 158.32 | 41.2% | 6.2% | 153.73 | 48.4% | 5.5% |
| 50Δ | 156.00 | 40.9% | 5.3% | 156.43 | 48.6% | 4.7% |
| 55Δ | 153.70 | 41.0% | 4.5% | 159.18 | 48.9% | 4.0% |
| 60Δ | 151.41 | 41.4% | 3.9% | 161.91 | 48.4% | 3.3% |
| 65Δ | 149.13 | 41.4% | 3.3% | 164.64 | 47.6% | 2.6% |
| 70Δ | 146.84 | 40.6% | 2.7% | 168.01 | 48.2% | 2.1% |
| 75Δ | 144.47 | 40.0% | 2.1% | 171.38 | 48.0% | 1.6% |
| 80Δ | 141.69 | 40.0% | 1.6% | 174.62 | 46.7% | 1.0% |
No recorded observations