Share price$233.80
1D-1.9%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T23:56:52.672Z
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 · 2026-10-22T23:55:53.632759069Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 256.04 | 34.3% | 10.6% | 214.70 | 39.0% | 9.5% |
| 25Δ | 251.90 | 34.6% | 9.1% | 218.93 | 39.1% | 8.1% |
| 30Δ | 248.16 | 34.4% | 7.9% | 222.58 | 38.9% | 7.1% |
| 35Δ | 244.76 | 33.8% | 6.8% | 226.03 | 38.7% | 6.1% |
| 40Δ | 241.36 | 33.2% | 5.8% | 229.49 | 38.4% | 5.1% |
| 45Δ | 238.33 | 33.1% | 5.0% | 232.77 | 38.6% | 4.5% |
| 50Δ | 235.54 | 33.4% | 4.4% | 236.02 | 38.8% | 3.8% |
| 55Δ | 232.75 | 33.7% | 3.8% | 239.27 | 39.1% | 3.2% |
| 60Δ | 229.95 | 34.0% | 3.2% | 243.00 | 39.6% | 2.7% |
| 65Δ | 227.08 | 33.5% | 2.7% | 246.86 | 40.3% | 2.2% |
| 70Δ | 224.21 | 33.0% | 2.2% | 251.07 | 41.2% | 1.7% |
| 75Δ | 221.34 | 32.5% | 1.8% | 256.80 | 43.1% | 1.4% |
| 80Δ | 218.10 | 31.7% | 1.4% | 265.61 | 48.1% | 1.1% |
No recorded observations