Share price$454.68
1D-0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:20:55.149Z
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 · 2026-10-22T16:20:53.270475012Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 524.07 | 53.6% | 16.8% | 402.01 | 58.9% | 13.6% |
| 25Δ | 512.16 | 54.7% | 14.8% | 413.40 | 58.8% | 11.8% |
| 30Δ | 500.12 | 54.4% | 12.7% | 424.37 | 57.6% | 10.1% |
| 35Δ | 489.29 | 54.0% | 10.9% | 434.12 | 57.4% | 8.7% |
| 40Δ | 479.71 | 54.3% | 9.5% | 443.58 | 56.9% | 7.5% |
| 45Δ | 470.74 | 55.1% | 8.3% | 452.76 | 56.5% | 6.4% |
| 50Δ | 461.68 | 55.2% | 7.2% | 461.77 | 55.9% | 5.4% |
| 55Δ | 452.72 | 56.2% | 6.3% | 470.62 | 54.7% | 4.5% |
| 60Δ | 443.68 | 56.3% | 5.3% | 481.06 | 56.7% | 3.8% |
| 65Δ | 434.27 | 56.8% | 4.4% | 489.57 | 54.4% | 3.0% |
| 70Δ | 424.45 | 57.4% | 3.7% | 500.71 | 55.0% | 2.4% |
| 75Δ | 413.68 | 58.3% | 3.0% | 515.13 | 57.1% | 1.9% |
| 80Δ | 402.31 | 58.5% | 2.3% | 529.66 | 57.5% | 1.3% |
No recorded observations