Share price$116.17
1D+2.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:54:04.487Z
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 · 2026-10-22T16:52:00.703377329Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 142.04 | 73.7% | 24.4% | 102.03 | 62.0% | 14.3% |
| 25Δ | 130.82 | 54.0% | 14.7% | 107.10 | 48.4% | 10.0% |
| 30Δ | 124.93 | 41.8% | 9.7% | 110.44 | 40.1% | 7.2% |
| 35Δ | 122.56 | 38.8% | 7.9% | 112.25 | 37.6% | 6.0% |
| 40Δ | 120.18 | 35.7% | 6.2% | 114.05 | 35.2% | 4.8% |
| 45Δ | 118.63 | 35.4% | 5.4% | 115.68 | 34.0% | 3.9% |
| 50Δ | 117.15 | 35.2% | 4.6% | 117.12 | 34.1% | 3.4% |
| 55Δ | 115.67 | 35.1% | 3.9% | 118.56 | 34.3% | 2.8% |
| 60Δ | 114.16 | 35.1% | 3.3% | 119.99 | 34.4% | 2.3% |
| 65Δ | 112.63 | 35.1% | 2.8% | 121.62 | 34.3% | 1.9% |
| 70Δ | 111.10 | 35.1% | 2.3% | 123.26 | 34.1% | 1.5% |
| 75Δ | 109.36 | 35.6% | 1.9% | 124.89 | 34.0% | 1.0% |
| 80Δ | 107.09 | 37.0% | 1.5% | 127.30 | 34.5% | 0.7% |
No recorded observations