Share price$98.85
1D+2.1%
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 2026-10-22T13:48:11.387Z
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 · 2026-10-22T13:47:28.31968794Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 191.74 | 205.3% | 99.0% | 77.37 | 134.5% | 26.8% |
| 25Δ | 144.48 | 149.6% | 51.4% | 84.93 | 104.1% | 19.2% |
| 30Δ | 123.05 | 111.9% | 29.6% | 89.03 | 98.6% | 16.1% |
| 35Δ | 113.74 | 93.7% | 20.5% | 92.63 | 95.8% | 13.8% |
| 40Δ | 109.68 | 93.0% | 17.4% | 96.04 | 94.4% | 11.8% |
| 45Δ | 106.17 | 93.7% | 15.1% | 99.37 | 94.5% | 10.2% |
| 50Δ | 102.68 | 92.9% | 12.8% | 102.78 | 94.6% | 8.8% |
| 55Δ | 99.26 | 91.7% | 10.7% | 106.17 | 93.9% | 7.4% |
| 60Δ | 96.04 | 91.3% | 8.9% | 109.49 | 91.8% | 6.1% |
| 65Δ | 92.76 | 91.9% | 7.4% | 113.85 | 94.2% | 5.1% |
| 70Δ | 89.32 | 94.1% | 6.1% | 118.59 | 95.9% | 4.1% |
| 75Δ | 85.20 | 101.0% | 5.2% | 123.52 | 96.0% | 3.2% |
| 80Δ | 81.60 | 98.1% | 3.9% | 128.40 | 93.9% | 2.2% |
No recorded observations