Share price$164.72
1D+2.1%
Sold putSold call
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 dataready · fetched 2026-10-21T17:52:33.870Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:30.174371777Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:51.101852+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 172.71 | 73.1% | 5.4% | 157.67 | 72.6% | 4.9% |
| 25Δ | 171.15 | 72.7% | 4.7% | 159.09 | 72.1% | 4.2% |
| 30Δ | 169.70 | 72.3% | 4.0% | 160.43 | 71.8% | 3.7% |
| 35Δ | 168.44 | 71.8% | 3.5% | 161.60 | 72.0% | 3.2% |
| 40Δ | 167.22 | 71.7% | 3.0% | 162.76 | 72.2% | 2.8% |
| 45Δ | 166.11 | 72.6% | 2.6% | 163.88 | 72.3% | 2.4% |
| 50Δ | 164.99 | 73.4% | 2.3% | 164.99 | 72.4% | 2.0% |
| 55Δ | 163.89 | 72.6% | 1.9% | 166.10 | 72.0% | 1.7% |
| 60Δ | 162.78 | 71.8% | 1.6% | 167.22 | 71.6% | 1.5% |
| 65Δ | 161.60 | 71.9% | 1.3% | 168.41 | 71.4% | 1.2% |
| 70Δ | 160.40 | 72.3% | 1.1% | 169.63 | 71.3% | 1.0% |
| 75Δ | 159.29 | 70.1% | 0.8% | 173.31 | 95.9% | 1.0% |
| 80Δ | 158.23 | 66.5% | 0.6% | 178.79 | 124.8% | 1.0% |
| Date | IV |
|---|---|
| 82.53% | |
| 80.37% |