Share price$341.43
1D+0.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-20T06:05:21.210Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:00:00.002279356Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:05:20.751105+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 365.67 | 25.5% | 7.9% | 322.90 | 25.2% | 6.3% |
| 25Δ | 362.29 | 26.9% | 7.2% | 326.63 | 25.6% | 5.5% |
| 30Δ | 357.92 | 26.7% | 6.3% | 330.18 | 26.0% | 4.8% |
| 35Δ | 353.64 | 25.8% | 5.3% | 333.62 | 26.0% | 4.1% |
| 40Δ | 350.43 | 26.7% | 4.8% | 337.26 | 24.6% | 3.4% |
| 45Δ | 346.87 | 26.1% | 4.1% | 340.33 | 25.5% | 3.0% |
| 50Δ | 343.57 | 26.3% | 3.5% | 343.53 | 25.6% | 2.5% |
| 55Δ | 340.25 | 26.9% | 3.1% | 346.57 | 24.8% | 2.0% |
| 60Δ | 336.91 | 26.6% | 2.6% | 349.69 | 24.4% | 1.6% |
| 65Δ | 333.28 | 27.2% | 2.3% | 353.44 | 25.4% | 1.3% |
| 70Δ | 329.46 | 27.6% | 1.9% | 356.87 | 25.0% | 1.0% |
| 75Δ | 324.71 | 29.0% | 1.6% | 360.24 | 24.3% | 0.7% |
| 80Δ | 320.52 | 28.5% | 1.3% | 365.55 | 25.3% | 0.4% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 25.54% | -1.23 pp | 6.05% |