Share price$445.80
1D-1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:37:20.334Z
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 · 2026-10-22T23:00:00.003273864Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 494.56 | 39.6% | 12.1% | 405.83 | 44.0% | 10.4% |
| 25Δ | 485.15 | 39.4% | 10.4% | 414.82 | 43.2% | 8.9% |
| 30Δ | 477.31 | 39.8% | 9.1% | 422.81 | 42.6% | 7.6% |
| 35Δ | 470.60 | 40.9% | 8.1% | 430.20 | 42.1% | 6.5% |
| 40Δ | 463.03 | 39.5% | 6.9% | 437.01 | 41.8% | 5.6% |
| 45Δ | 456.18 | 38.9% | 5.8% | 443.68 | 41.6% | 4.8% |
| 50Δ | 449.86 | 38.7% | 5.0% | 450.27 | 41.5% | 4.0% |
| 55Δ | 443.71 | 39.0% | 4.3% | 457.01 | 41.6% | 3.4% |
| 60Δ | 437.35 | 39.5% | 3.7% | 463.56 | 41.0% | 2.8% |
| 65Δ | 430.69 | 40.5% | 3.2% | 469.97 | 39.9% | 2.2% |
| 70Δ | 423.39 | 41.4% | 2.7% | 477.04 | 39.4% | 1.7% |
| 75Δ | 415.52 | 42.1% | 2.2% | 485.37 | 39.6% | 1.2% |
| 80Δ | 406.95 | 42.6% | 1.7% | 496.27 | 40.9% | 0.9% |
No recorded observations