Share price$116.49
1D+2.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:15:50.249Z
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 · 2026-10-22T16:15:44.616710601Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 142.35 | 73.4% | 24.3% | 102.35 | 61.8% | 14.2% |
| 25Δ | 131.18 | 53.9% | 14.7% | 107.40 | 48.3% | 9.9% |
| 30Δ | 125.24 | 41.6% | 9.6% | 110.64 | 40.8% | 7.3% |
| 35Δ | 122.83 | 38.4% | 7.8% | 112.50 | 38.7% | 6.2% |
| 40Δ | 120.56 | 35.5% | 6.2% | 114.35 | 36.6% | 5.0% |
| 45Δ | 118.91 | 34.6% | 5.2% | 115.98 | 35.9% | 4.2% |
| 50Δ | 117.47 | 34.2% | 4.5% | 117.48 | 35.9% | 3.6% |
| 55Δ | 116.03 | 33.8% | 3.8% | 118.98 | 35.9% | 3.0% |
| 60Δ | 114.62 | 33.3% | 3.2% | 120.56 | 36.0% | 2.4% |
| 65Δ | 113.28 | 32.5% | 2.7% | 122.28 | 36.1% | 2.0% |
| 70Δ | 111.95 | 31.6% | 2.2% | 124.01 | 36.2% | 1.5% |
| 75Δ | 110.61 | 30.8% | 1.7% | 126.17 | 36.9% | 1.1% |
| 80Δ | 108.61 | 31.7% | 1.3% | 128.93 | 38.4% | 0.8% |
No recorded observations