Share price$105.31
1D-2.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T20:46:36.248Z
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 · 2026-10-22T20:10:03.661212986Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:46:35.623707+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 113.21 | 27.7% | 8.3% | |||
| 25Δ | 111.72 | 27.8% | 7.2% | |||
| 30Δ | 110.59 | 28.7% | 6.5% | |||
| 35Δ | 109.41 | 29.2% | 5.8% | 102.10 | 36.1% | 5.6% |
| 40Δ | 108.30 | 29.9% | 5.1% | 103.55 | 34.4% | 4.6% |
| 45Δ | 107.19 | 30.6% | 4.6% | 104.85 | 34.2% | 3.9% |
| 50Δ | 106.05 | 31.2% | 4.0% | 106.06 | 31.7% | 3.1% |
| 55Δ | 104.87 | 32.1% | 3.6% | 107.22 | 31.2% | 2.5% |
| 60Δ | 103.59 | 33.5% | 3.2% | 108.38 | 30.6% | 2.0% |
| 65Δ | 102.23 | 34.5% | 2.7% | 109.61 | 30.5% | 1.6% |
| 70Δ | 110.75 | 29.6% | 1.2% | |||
| 75Δ | 112.40 | 30.6% | 0.9% | |||
| 80Δ | 114.17 | 31.1% | 0.6% | |||
No recorded observations