Share price$106.26
1D-1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:08:26.259Z
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 · 2026-10-22T21:06:28.457246717Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 128.57 | 70.4% | 23.0% | 93.01 | 63.6% | 14.7% |
| 25Δ | 122.92 | 65.4% | 18.2% | 96.22 | 61.3% | 12.3% |
| 30Δ | 118.96 | 63.4% | 15.1% | 98.78 | 61.1% | 10.7% |
| 35Δ | 116.40 | 65.3% | 13.5% | 101.22 | 59.6% | 9.1% |
| 40Δ | 113.84 | 67.2% | 12.0% | 103.56 | 57.0% | 7.6% |
| 45Δ | 111.31 | 69.1% | 10.7% | 105.78 | 55.0% | 6.3% |
| 50Δ | 108.70 | 69.5% | 9.3% | 107.80 | 54.0% | 5.3% |
| 55Δ | 106.03 | 68.3% | 7.7% | 109.82 | 52.9% | 4.3% |
| 60Δ | 103.28 | 70.2% | 6.6% | 111.77 | 51.6% | 3.6% |
| 65Δ | 100.48 | 73.9% | 5.8% | 113.71 | 50.2% | 2.8% |
| 70Δ | 97.32 | 76.7% | 4.9% | 115.71 | 48.8% | 2.1% |
| 75Δ | 93.81 | 80.1% | 4.1% | 117.82 | 47.5% | 1.6% |
| 80Δ | 89.39 | 86.5% | 3.3% | 119.92 | 46.1% | 1.0% |
No recorded observations