Share price$451.82
1D-0.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:27:38.316Z
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 · 2026-10-22T15:27:32.96075179Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 523.91 | 55.8% | 17.6% | 400.08 | 58.2% | 13.4% |
| 25Δ | 511.01 | 56.4% | 15.3% | 410.51 | 59.4% | 11.9% |
| 30Δ | 498.12 | 55.5% | 13.0% | 421.14 | 59.0% | 10.3% |
| 35Δ | 487.21 | 55.3% | 11.2% | 431.06 | 58.8% | 8.9% |
| 40Δ | 477.59 | 55.8% | 9.8% | 440.65 | 58.2% | 7.6% |
| 45Δ | 468.07 | 55.9% | 8.5% | 449.91 | 56.2% | 6.4% |
| 50Δ | 458.97 | 56.4% | 7.3% | 458.86 | 55.7% | 5.4% |
| 55Δ | 449.98 | 57.9% | 6.4% | 468.40 | 56.7% | 4.6% |
| 60Δ | 440.77 | 57.3% | 5.4% | 478.26 | 57.1% | 3.9% |
| 65Δ | 431.29 | 57.8% | 4.5% | 488.29 | 56.8% | 3.1% |
| 70Δ | 421.33 | 58.5% | 3.7% | 499.43 | 56.9% | 2.5% |
| 75Δ | 410.81 | 58.9% | 3.0% | 511.93 | 57.1% | 1.9% |
| 80Δ | 398.14 | 60.7% | 2.4% | 526.59 | 57.6% | 1.3% |
No recorded observations