Share price$425.59
1D-1.6%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:49.877Z
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 · 2026-10-21T17:52:31.301054935Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:49.148069+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 439.86 | 51.4% | 3.8% | 412.79 | 50.4% | 3.4% |
| 25Δ | 436.85 | 50.3% | 3.2% | 415.49 | 49.8% | 2.9% |
| 30Δ | 434.28 | 49.7% | 2.7% | 417.78 | 50.0% | 2.6% |
| 35Δ | 432.22 | 50.9% | 2.4% | 420.00 | 49.5% | 2.2% |
| 40Δ | 430.11 | 51.3% | 2.1% | 422.06 | 48.9% | 1.9% |
| 45Δ | 428.03 | 51.3% | 1.8% | 424.03 | 48.1% | 1.6% |
| 50Δ | 425.99 | 51.4% | 1.6% | 425.96 | 48.0% | 1.4% |
| 55Δ | 423.95 | 51.4% | 1.3% | 427.89 | 48.5% | 1.2% |
| 60Δ | 421.88 | 51.5% | 1.1% | 429.87 | 48.7% | 1.0% |
| 65Δ | 419.59 | 52.9% | 1.0% | 431.69 | 47.1% | 0.8% |
| 70Δ | 416.52 | 58.3% | 0.9% | 433.98 | 47.9% | 0.6% |
| 75Δ | 413.68 | 59.0% | 0.7% | 435.70 | 45.9% | 0.5% |
| 80Δ | 410.63 | 59.3% | 0.5% | 436.83 | 41.1% | 0.3% |
| Date | IV |
|---|---|
| 47.42% | |
| 49.72% |