Share price$106.22
1D+1.2%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T15:08:30.333Z
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 · 2026-10-23T15:06:37.760366875Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 95.54 | 36.8% | 11.8% | |||
| 25Δ | 114.94 | 25.7% | 9.7% | 98.27 | 34.9% | 9.7% |
| 30Δ | 113.41 | 26.5% | 8.9% | 100.63 | 33.2% | 7.9% |
| 35Δ | 111.88 | 27.3% | 8.2% | 102.46 | 32.2% | 6.7% |
| 40Δ | 110.34 | 28.1% | 7.4% | 104.19 | 31.2% | 5.7% |
| 45Δ | 108.81 | 28.9% | 6.7% | 105.93 | 30.3% | 4.6% |
| 50Δ | 107.28 | 29.7% | 6.0% | 107.58 | 29.4% | 3.7% |
| 55Δ | 105.74 | 30.5% | 5.2% | 109.08 | 28.8% | 3.0% |
| 60Δ | 104.21 | 31.3% | 4.5% | 110.59 | 28.3% | 2.4% |
| 65Δ | 102.62 | 32.1% | 3.8% | 112.10 | 27.7% | 1.8% |
| 70Δ | 100.72 | 32.8% | 3.2% | 113.63 | 27.1% | 1.3% |
| 75Δ | 98.39 | 34.8% | 2.7% | 116.14 | 27.9% | 0.9% |
| 80Δ | 95.89 | 35.9% | 2.2% | 118.98 | 29.1% | 0.5% |
No recorded observations