Share price$105.50
1D-1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:28:48.038Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T18:26:52.658634989Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 97.44 | 33.9% | 9.9% | |||
| 30Δ | 99.23 | 33.2% | 8.8% | |||
| 35Δ | 101.02 | 32.5% | 7.7% | |||
| 40Δ | 102.82 | 31.8% | 6.7% | |||
| 45Δ | 104.61 | 31.1% | 5.6% | |||
| 50Δ | 106.41 | 30.4% | 4.6% | |||
| 55Δ | 108.20 | 29.7% | 3.5% | |||
| 60Δ | 110.00 | 29.0% | 2.4% | |||
| 65Δ | 101.89 | 32.2% | 3.8% | 111.57 | 28.5% | 1.8% |
| 70Δ | 99.97 | 33.1% | 3.3% | 113.26 | 28.3% | 1.3% |
| 75Δ | 97.93 | 33.5% | 2.7% | 115.08 | 28.0% | 0.9% |
| 80Δ | 95.23 | 35.6% | 2.2% | 117.56 | 28.7% | 0.5% |
No recorded observations