Share price$132.58
1D+3.5%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T16:10:52.537Z
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 · 2026-10-22T16:10:21.257429866Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 147.00 | 39.0% | 12.0% | 120.29 | 45.7% | 10.8% |
| 25Δ | 143.70 | 37.3% | 9.9% | 122.75 | 46.2% | 9.5% |
| 30Δ | 141.25 | 36.5% | 8.4% | 125.19 | 46.7% | 8.3% |
| 35Δ | 139.11 | 36.4% | 7.2% | 127.47 | 46.6% | 7.2% |
| 40Δ | 137.31 | 36.7% | 6.4% | 129.75 | 46.4% | 6.2% |
| 45Δ | 135.51 | 37.1% | 5.6% | 131.84 | 44.9% | 5.2% |
| 50Δ | 133.70 | 38.0% | 4.9% | 133.91 | 43.2% | 4.3% |
| 55Δ | 131.89 | 38.9% | 4.3% | 135.98 | 42.2% | 3.5% |
| 60Δ | 130.07 | 39.9% | 3.7% | 138.03 | 41.9% | 2.9% |
| 65Δ | 128.08 | 40.1% | 3.2% | 140.10 | 41.6% | 2.3% |
| 70Δ | 126.07 | 40.2% | 2.6% | 142.47 | 41.4% | 1.8% |
| 75Δ | 123.82 | 40.6% | 2.1% | 144.83 | 41.2% | 1.3% |
| 80Δ | 121.28 | 41.3% | 1.7% | 147.54 | 40.5% | 0.9% |
No recorded observations