Share price$362.89
1D+2.1%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:01:47.056Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:03.740981081Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:44.690837+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 373.43 | 44.5% | 3.3% | 354.30 | 39.4% | 2.7% |
| 25Δ | 370.25 | 38.9% | 2.5% | 357.76 | 29.2% | 1.7% |
| 30Δ | 367.37 | 30.3% | 1.7% | 358.98 | 28.5% | 1.5% |
| 35Δ | 366.16 | 29.1% | 1.4% | 360.16 | 27.8% | 1.2% |
| 40Δ | 364.96 | 28.0% | 1.2% | 361.14 | 27.3% | 1.1% |
| 45Δ | 364.00 | 28.4% | 1.0% | 362.11 | 26.8% | 0.9% |
| 50Δ | 363.04 | 28.8% | 0.9% | 363.01 | 26.3% | 0.8% |
| 55Δ | 362.04 | 29.3% | 0.8% | 363.87 | 25.6% | 0.6% |
| 60Δ | 360.98 | 29.9% | 0.7% | 364.72 | 25.0% | 0.5% |
| 65Δ | 359.90 | 30.6% | 0.6% | 365.76 | 25.5% | 0.4% |
| 70Δ | 358.52 | 32.0% | 0.5% | 366.89 | 26.7% | 0.4% |
| 75Δ | 356.55 | 36.1% | 0.4% | 367.84 | 26.4% | 0.3% |
| 80Δ | 352.65 | 47.2% | 0.4% | 368.58 | 24.3% | 0.2% |
| Date | IV |
|---|---|
| 31.53% | |
| 32.77% |