Share price$127.97
1D+2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:06:27.837Z
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 · 2026-10-22T23:00:00.002284972Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 137.40 | 26.6% | 8.2% | 119.74 | 30.7% | 7.4% |
| 25Δ | 135.38 | 26.2% | 6.9% | 121.47 | 30.2% | 6.4% |
| 30Δ | 133.92 | 26.2% | 6.0% | 123.10 | 29.8% | 5.5% |
| 35Δ | 132.59 | 26.3% | 5.3% | 124.73 | 29.4% | 4.6% |
| 40Δ | 131.26 | 26.4% | 4.7% | 126.13 | 29.5% | 4.0% |
| 45Δ | 129.94 | 26.5% | 4.0% | 127.49 | 29.7% | 3.5% |
| 50Δ | 128.65 | 27.2% | 3.6% | 128.84 | 29.8% | 2.9% |
| 55Δ | 127.36 | 28.0% | 3.2% | 130.23 | 30.0% | 2.4% |
| 60Δ | 126.08 | 28.7% | 2.7% | 131.81 | 30.4% | 2.0% |
| 65Δ | 124.80 | 29.1% | 2.3% | 133.39 | 30.8% | 1.7% |
| 70Δ | 123.55 | 27.9% | 2.0% | 134.97 | 31.2% | 1.3% |
| 75Δ | 122.31 | 26.8% | 1.6% | 137.43 | 32.7% | 1.0% |
| 80Δ | 121.06 | 25.6% | 1.2% | 139.91 | 34.3% | 0.7% |
No recorded observations