Share price$450.38
1D+3.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:42:59.011Z
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 · 2026-10-23T16:41:39.887894474Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 499.75 | 40.6% | 12.2% | 410.91 | 43.7% | 10.2% |
| 25Δ | 490.21 | 40.4% | 10.4% | 419.63 | 43.3% | 8.7% |
| 30Δ | 479.69 | 37.6% | 8.4% | 427.64 | 42.3% | 7.4% |
| 35Δ | 473.77 | 39.2% | 7.6% | 434.76 | 42.3% | 6.4% |
| 40Δ | 467.54 | 40.0% | 6.8% | 441.49 | 42.3% | 5.6% |
| 45Δ | 460.80 | 39.6% | 5.8% | 448.16 | 41.4% | 4.7% |
| 50Δ | 454.49 | 40.0% | 5.1% | 454.73 | 41.2% | 4.0% |
| 55Δ | 448.19 | 40.5% | 4.4% | 461.29 | 41.2% | 3.3% |
| 60Δ | 441.72 | 41.0% | 3.8% | 467.99 | 41.0% | 2.7% |
| 65Δ | 434.55 | 42.5% | 3.3% | 475.48 | 41.1% | 2.2% |
| 70Δ | 426.96 | 43.7% | 2.8% | 483.30 | 41.2% | 1.8% |
| 75Δ | 419.04 | 44.2% | 2.2% | 491.61 | 41.6% | 1.3% |
| 80Δ | 410.46 | 44.3% | 1.7% | 503.26 | 43.1% | 0.9% |
No recorded observations