Share price$115.49
1D+0.5%
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Market dataready · fetched 2026-10-21T17:52:25.806Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:10.693271016Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:58.935029+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 123.27 | 96.8% | 7.5% | 110.01 | 77.1% | 5.4% |
| 25Δ | 117.67 | 35.9% | 2.3% | 113.33 | 38.5% | 2.3% |
| 30Δ | 117.19 | 35.8% | 2.0% | 113.87 | 37.6% | 1.9% |
| 35Δ | 116.75 | 36.0% | 1.7% | 114.33 | 37.1% | 1.7% |
| 40Δ | 116.35 | 36.3% | 1.5% | 114.75 | 36.7% | 1.4% |
| 45Δ | 115.95 | 36.7% | 1.3% | 115.16 | 36.3% | 1.2% |
| 50Δ | 115.55 | 37.0% | 1.1% | 115.55 | 36.0% | 1.0% |
| 55Δ | 115.15 | 37.4% | 1.0% | 115.94 | 35.7% | 0.9% |
| 60Δ | 114.73 | 37.8% | 0.8% | 116.71 | 44.4% | 0.9% |
| 65Δ | 114.29 | 38.2% | 0.7% | 117.56 | 54.9% | 0.9% |
| 70Δ | 113.81 | 38.9% | 0.6% | 118.00 | 51.3% | 0.7% |
| 75Δ | 113.26 | 40.0% | 0.5% | 119.87 | 71.2% | 0.7% |
| 80Δ | 121.91 | 83.2% | 0.6% | |||
| Date | IV |
|---|---|
| 37.34% | |
| 40.46% |