Share price$233.80
1D-1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:26:50.999Z
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 | 256.03 | 34.9% | 10.6% | 214.69 | 39.7% | 9.5% |
| 25Δ | 251.89 | 35.2% | 9.1% | 218.91 | 39.8% | 8.1% |
| 30Δ | 248.15 | 35.0% | 7.9% | 222.56 | 39.6% | 7.1% |
| 35Δ | 244.74 | 34.4% | 6.8% | 226.02 | 39.3% | 6.1% |
| 40Δ | 241.34 | 33.8% | 5.8% | 229.47 | 39.1% | 5.2% |
| 45Δ | 238.31 | 33.8% | 5.0% | 232.74 | 39.2% | 4.5% |
| 50Δ | 235.51 | 34.1% | 4.4% | 235.99 | 39.5% | 3.8% |
| 55Δ | 232.72 | 34.4% | 3.8% | 239.23 | 39.7% | 3.2% |
| 60Δ | 229.93 | 34.7% | 3.2% | 242.95 | 40.2% | 2.7% |
| 65Δ | 227.05 | 34.2% | 2.7% | 246.80 | 40.9% | 2.2% |
| 70Δ | 224.17 | 33.6% | 2.2% | 250.97 | 41.8% | 1.8% |
| 75Δ | 221.29 | 33.1% | 1.8% | 256.70 | 43.7% | 1.4% |
| 80Δ | 218.03 | 32.4% | 1.4% | 265.37 | 48.6% | 1.1% |
No recorded observations