Share price$133.17
1D+2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:11:19.027Z
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 · 2026-10-22T20:28:04.312494246Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 158.04 | 63.8% | 20.5% | 118.45 | 55.5% | 12.9% |
| 25Δ | 147.62 | 47.3% | 12.7% | 122.48 | 50.3% | 10.3% |
| 30Δ | 143.38 | 42.5% | 9.8% | 125.48 | 48.5% | 8.6% |
| 35Δ | 140.86 | 41.9% | 8.4% | 127.91 | 47.7% | 7.4% |
| 40Δ | 138.65 | 42.1% | 7.3% | 130.31 | 46.9% | 6.2% |
| 45Δ | 136.62 | 42.6% | 6.4% | 132.50 | 46.3% | 5.3% |
| 50Δ | 134.59 | 42.9% | 5.6% | 134.70 | 45.8% | 4.5% |
| 55Δ | 132.60 | 42.0% | 4.7% | 136.85 | 45.1% | 3.7% |
| 60Δ | 130.61 | 41.2% | 3.9% | 139.01 | 44.5% | 3.0% |
| 65Δ | 128.38 | 42.2% | 3.3% | 141.46 | 44.7% | 2.5% |
| 70Δ | 126.03 | 44.0% | 2.8% | 144.18 | 45.7% | 2.0% |
| 75Δ | 123.41 | 45.5% | 2.3% | 147.05 | 45.7% | 1.5% |
| 80Δ | 120.58 | 46.6% | 1.8% | 149.98 | 45.3% | 1.0% |
No recorded observations