Share price$115.09
1D+0.2%
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Market dataready · fetched 2026-10-21T16:59:37.046Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:19.19861483Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:35.690857+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 123.41 | 101.4% | 8.0% | 112.27 | 40.5% | 2.8% |
| 25Δ | 118.65 | 51.9% | 3.6% | 112.97 | 38.4% | 2.3% |
| 30Δ | 116.74 | 34.9% | 1.9% | 113.46 | 37.8% | 2.0% |
| 35Δ | 116.33 | 35.3% | 1.7% | 113.94 | 37.2% | 1.7% |
| 40Δ | 115.93 | 35.6% | 1.5% | 114.35 | 36.5% | 1.4% |
| 45Δ | 115.54 | 35.4% | 1.3% | 114.76 | 35.9% | 1.2% |
| 50Δ | 115.16 | 35.2% | 1.1% | 115.15 | 35.4% | 1.0% |
| 55Δ | 114.75 | 36.1% | 0.9% | 115.53 | 35.0% | 0.9% |
| 60Δ | 114.32 | 37.7% | 0.8% | 115.90 | 34.7% | 0.7% |
| 65Δ | 113.88 | 39.1% | 0.7% | 117.00 | 49.9% | 0.8% |
| 70Δ | 113.40 | 39.4% | 0.6% | 117.70 | 56.2% | 0.8% |
| 75Δ | 119.60 | 73.3% | 0.8% | |||
| 80Δ | 121.94 | 88.9% | 0.7% | |||
| Date | IV |
|---|---|
| 37.34% | |
| 40.46% |