Share price$132.32
1D-0.4%
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Market dataready · fetched 2026-10-25T16:33:26.160Z
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 · 2026-10-23T20:28:15.472794379Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-25T16:33:26.464415+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 157.30 | 68.0% | 20.7% | 117.69 | 58.4% | 12.9% |
| 25Δ | 146.76 | 50.5% | 12.8% | 122.02 | 51.0% | 10.0% |
| 30Δ | 142.78 | 46.2% | 10.1% | 125.04 | 48.4% | 8.1% |
| 35Δ | 139.94 | 44.8% | 8.4% | 127.26 | 48.4% | 7.1% |
| 40Δ | 137.82 | 44.9% | 7.4% | 129.48 | 48.5% | 6.1% |
| 45Δ | 135.70 | 44.9% | 6.4% | 131.59 | 47.6% | 5.2% |
| 50Δ | 133.66 | 45.1% | 5.5% | 133.66 | 46.4% | 4.4% |
| 55Δ | 131.65 | 45.2% | 4.7% | 135.81 | 45.9% | 3.6% |
| 60Δ | 129.60 | 45.5% | 4.0% | 138.07 | 46.5% | 3.0% |
| 65Δ | 127.39 | 46.3% | 3.4% | 140.37 | 46.9% | 2.5% |
| 70Δ | 125.19 | 47.1% | 2.8% | 142.84 | 46.6% | 1.9% |
| 75Δ | 122.55 | 48.1% | 2.3% | 145.38 | 46.3% | 1.4% |
| 80Δ | 119.86 | 49.0% | 1.8% | 148.43 | 46.1% | 1.0% |
| Date | IV |
|---|---|
| 45.50% | |
| 44.96% | |
| 45.68% | |
| 39.81% | |
| 39.34% | |
| 39.97% | |
| 39.86% | |
| 39.44% | |
| 38.79% | |
| 37.61% | |
| 39.33% | |
| 38.03% | |
| 37.31% | |
| 37.17% | |
| 36.51% | |
| 39.90% | |
| 41.25% | |
| 43.71% | |
| 34.66% | |
| 35.53% | |
| 35.19% | |
| 34.81% | |
| 34.70% | |
| 34.33% | |
| 34.41% | |
| 34.46% | |
| 34.12% | |
| 35.02% | |
| 34.07% | |
| 37.13% | |
| 35.64% | |
| 36.70% | |
| 35.73% | |
| 38.81% | |
| 40.33% | |
| 43.33% | |
| 35.47% | |
| 35.82% | |
| 35.92% | |
| 35.70% | |
| 35.96% | |
| 35.48% | |
| 36.26% | |
| 36.25% | |
| 36.35% | |
| 36.35% | |
| 36.31% | |
| 37.04% | |
| 37.31% | |
| 37.74% | |
| 38.75% | |
| 37.83% | |
| 40.98% | |
| 43.70% | |
| 47.33% | |
| 54.79% | |
| 37.70% | |
| 37.84% | |
| 38.11% | |
| 37.83% | |
| 38.47% | |
| 38.41% |