Share price$117.15
1D+2.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:15:04.359Z
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 · 2026-10-22T21:11:57.472264179Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 126.46 | 28.8% | 8.8% | 108.24 | 36.0% | 8.8% |
| 25Δ | 124.58 | 28.8% | 7.5% | 110.33 | 35.7% | 7.4% |
| 30Δ | 123.23 | 29.1% | 6.7% | 111.95 | 35.5% | 6.5% |
| 35Δ | 121.87 | 29.5% | 6.0% | 113.56 | 35.4% | 5.6% |
| 40Δ | 120.51 | 29.9% | 5.2% | 115.16 | 35.3% | 4.7% |
| 45Δ | 119.21 | 30.0% | 4.5% | 116.66 | 35.6% | 4.1% |
| 50Δ | 117.95 | 30.0% | 4.0% | 118.16 | 35.8% | 3.5% |
| 55Δ | 116.69 | 30.0% | 3.4% | 119.66 | 36.1% | 2.9% |
| 60Δ | 115.43 | 30.1% | 2.9% | 121.41 | 36.7% | 2.5% |
| 65Δ | 114.09 | 30.0% | 2.4% | 123.24 | 37.5% | 2.0% |
| 70Δ | 112.70 | 29.9% | 2.0% | 125.11 | 38.3% | 1.6% |
| 75Δ | 111.31 | 29.8% | 1.7% | 128.20 | 41.4% | 1.3% |
| 80Δ | 109.89 | 29.7% | 1.3% | 131.61 | 44.0% | 1.0% |
No recorded observations