Share price$228.57
1D+2.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:43:14.105Z
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 · 2026-10-23T17:42:03.007899823Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 251.14 | 36.4% | 10.9% | 210.58 | 38.7% | 9.1% |
| 25Δ | 243.70 | 29.7% | 7.8% | 214.35 | 38.0% | 7.9% |
| 30Δ | 238.97 | 26.6% | 5.9% | 218.13 | 37.3% | 6.7% |
| 35Δ | 236.73 | 27.1% | 5.4% | 221.50 | 36.7% | 5.7% |
| 40Δ | 234.48 | 27.5% | 4.8% | 224.46 | 36.4% | 4.9% |
| 45Δ | 232.23 | 28.0% | 4.2% | 227.43 | 36.0% | 4.1% |
| 50Δ | 229.97 | 28.5% | 3.6% | 230.40 | 35.7% | 3.4% |
| 55Δ | 227.43 | 29.3% | 3.2% | 233.39 | 35.7% | 2.9% |
| 60Δ | 224.89 | 30.1% | 2.8% | 236.39 | 35.7% | 2.4% |
| 65Δ | 222.35 | 30.9% | 2.4% | 239.38 | 35.7% | 1.9% |
| 70Δ | 219.74 | 31.7% | 2.0% | 243.11 | 36.0% | 1.5% |
| 75Δ | 216.27 | 32.3% | 1.7% | 247.03 | 36.5% | 1.1% |
| 80Δ | 212.80 | 32.9% | 1.4% | 251.55 | 37.1% | 0.8% |
No recorded observations