Share price$363.63
1D+2.2%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:49:02.204Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:48:59.160197558Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:01.133011+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 372.89 | 39.3% | 2.9% | 356.37 | 32.2% | 2.3% |
| 25Δ | 370.65 | 36.9% | 2.3% | 356.08 | 42.2% | 2.5% |
| 30Δ | 367.79 | 28.0% | 1.5% | 358.71 | 34.8% | 1.8% |
| 35Δ | 366.66 | 27.8% | 1.3% | 360.60 | 30.3% | 1.4% |
| 40Δ | 365.73 | 28.6% | 1.2% | 361.77 | 28.5% | 1.1% |
| 45Δ | 364.79 | 29.2% | 1.0% | 362.85 | 27.4% | 0.9% |
| 50Δ | 363.82 | 28.7% | 0.9% | 363.77 | 27.2% | 0.8% |
| 55Δ | 362.84 | 28.2% | 0.7% | 364.69 | 27.1% | 0.7% |
| 60Δ | 361.73 | 29.2% | 0.6% | 365.84 | 28.6% | 0.6% |
| 65Δ | 360.55 | 30.9% | 0.6% | 367.09 | 30.9% | 0.5% |
| 70Δ | 359.32 | 31.7% | 0.5% | 368.62 | 33.2% | 0.4% |
| 75Δ | 358.05 | 31.7% | 0.4% | 370.40 | 35.6% | 0.4% |
| 80Δ | 357.01 | 30.2% | 0.3% | 372.64 | 38.2% | 0.3% |
| Date | IV |
|---|---|
| 31.53% | |
| 32.77% |