Share price$234.63
1D+2.7%
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Market dataready · fetched 2026-10-20T06:05:09.263Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:00:00.002841451Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:05:07.499559+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 294.93 | 80.4% | 28.1% | 197.12 | 84.7% | 19.1% |
| 25Δ | 283.16 | 79.9% | 23.8% | 205.52 | 84.0% | 16.6% |
| 30Δ | 273.31 | 79.7% | 20.4% | 213.41 | 83.2% | 14.3% |
| 35Δ | 264.30 | 79.0% | 17.5% | 220.87 | 82.8% | 12.4% |
| 40Δ | 256.22 | 78.7% | 15.0% | 228.03 | 84.8% | 11.0% |
| 45Δ | 248.97 | 79.5% | 13.0% | 235.29 | 84.8% | 9.6% |
| 50Δ | 241.94 | 80.1% | 11.2% | 242.63 | 84.2% | 8.1% |
| 55Δ | 234.97 | 80.3% | 9.6% | 250.02 | 83.5% | 6.8% |
| 60Δ | 228.10 | 79.6% | 8.0% | 258.19 | 84.1% | 5.8% |
| 65Δ | 221.44 | 77.2% | 6.4% | 266.57 | 83.8% | 4.7% |
| 70Δ | 214.38 | 77.6% | 5.2% | 276.33 | 84.6% | 3.8% |
| 75Δ | 206.72 | 79.3% | 4.2% | 289.45 | 88.2% | 3.0% |
| 80Δ | 198.89 | 79.8% | 3.2% | 305.04 | 91.1% | 2.2% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 80.85% | 4.13 pp | 19.67% |