Share price$127.91
1D+2.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:53:59.516Z
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 · 2026-10-22T16:53:15.017731102Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 137.15 | 26.1% | 8.0% | 119.72 | 30.6% | 7.4% |
| 25Δ | 134.96 | 25.3% | 6.5% | 121.45 | 30.0% | 6.4% |
| 30Δ | 133.70 | 25.7% | 5.9% | 123.08 | 29.4% | 5.4% |
| 35Δ | 132.44 | 26.2% | 5.3% | 124.72 | 28.9% | 4.5% |
| 40Δ | 131.18 | 26.6% | 4.7% | 126.09 | 28.8% | 3.9% |
| 45Δ | 129.92 | 27.0% | 4.0% | 127.42 | 28.9% | 3.4% |
| 50Δ | 128.73 | 26.5% | 3.6% | 128.74 | 29.0% | 2.9% |
| 55Δ | 127.54 | 26.1% | 3.1% | 130.09 | 29.1% | 2.3% |
| 60Δ | 126.35 | 25.6% | 2.6% | 131.97 | 31.3% | 2.1% |
| 65Δ | 125.16 | 25.2% | 2.1% | 133.85 | 33.5% | 1.8% |
| 70Δ | 123.92 | 24.6% | 1.7% | 136.10 | 35.8% | 1.5% |
| 75Δ | 122.68 | 24.1% | 1.4% | 138.90 | 38.1% | 1.2% |
| 80Δ | 121.43 | 23.5% | 1.1% | 142.61 | 41.2% | 0.9% |
No recorded observations