Share price$138.21
1D-0.7%
Sold putSold call
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Market datapartial · fetched 2026-10-23T14:12:14.094Z
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 · 2026-10-23T14:11:39.256410284Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 151.24 | 34.6% | 10.4% | 128.41 | 34.3% | 8.2% |
| 25Δ | 147.83 | 31.3% | 8.2% | 131.26 | 30.3% | 6.3% |
| 30Δ | 144.98 | 28.7% | 6.3% | 133.29 | 27.9% | 5.1% |
| 35Δ | 143.40 | 27.6% | 5.5% | 135.19 | 25.8% | 3.9% |
| 40Δ | 141.82 | 26.5% | 4.6% | 136.44 | 25.7% | 3.4% |
| 45Δ | 140.24 | 25.4% | 3.8% | 137.69 | 25.5% | 3.0% |
| 50Δ | 138.89 | 25.8% | 3.3% | 138.94 | 25.4% | 2.5% |
| 55Δ | 137.59 | 26.5% | 2.9% | 140.24 | 25.4% | 2.0% |
| 60Δ | 136.28 | 27.2% | 2.6% | 141.76 | 26.2% | 1.7% |
| 65Δ | 134.97 | 27.8% | 2.2% | 143.28 | 27.0% | 1.4% |
| 70Δ | 133.70 | 26.7% | 1.8% | 144.80 | 27.8% | 1.1% |
| 75Δ | 132.43 | 25.6% | 1.5% | 146.35 | 27.0% | 0.8% |
| 80Δ | 131.15 | 24.6% | 1.1% | 147.90 | 26.1% | 0.5% |
No recorded observations