Share price$96.28
1D-0.6%
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 2026-10-22T21:25:43.859Z
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 · 2026-10-22T20:10:00.003467617Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 90.56 | 36.6% | 7.6% | |||
| 30Δ | 92.27 | 34.0% | 6.1% | |||
| 35Δ | 93.56 | 33.3% | 5.2% | |||
| 40Δ | 94.78 | 31.9% | 4.3% | |||
| 45Δ | 95.89 | 30.7% | 3.5% | |||
| 50Δ | 96.93 | 30.1% | 2.9% | |||
| 55Δ | 97.93 | 29.4% | 2.4% | |||
| 60Δ | 98.90 | 28.6% | 1.9% | |||
| 65Δ | 99.80 | 27.4% | 1.4% | |||
| 70Δ | 101.01 | 28.2% | 1.1% | |||
| 75Δ | 101.98 | 27.1% | 0.8% | |||
| 80Δ | 103.37 | 27.3% | 0.5% | |||
No recorded observations