Share price$128.65
1D-0.4%
Sold putSold call
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Market dataready · fetched 2026-10-23T16:47:21.914Z
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 · 2026-10-23T16:32:28.396944613Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T16:47:19.468912+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 123.21 | 20.5% | 4.9% | |||
| 25Δ | 124.49 | 19.8% | 4.1% | |||
| 30Δ | 132.16 | 15.7% | 3.5% | 125.63 | 19.2% | 3.4% |
| 35Δ | 131.35 | 15.7% | 3.1% | 126.65 | 18.7% | 2.8% |
| 40Δ | 130.60 | 15.8% | 2.8% | 127.55 | 18.3% | 2.3% |
| 45Δ | 129.89 | 16.2% | 2.5% | 128.39 | 17.8% | 1.9% |
| 50Δ | 129.17 | 16.5% | 2.2% | 129.19 | 17.4% | 1.6% |
| 55Δ | 128.42 | 16.9% | 1.9% | 129.97 | 17.2% | 1.3% |
| 60Δ | 127.62 | 17.3% | 1.7% | 130.75 | 17.1% | 1.0% |
| 65Δ | 126.77 | 17.7% | 1.5% | 132.12 | 17.9% | 0.8% |
| 70Δ | 125.80 | 18.4% | 1.3% | 133.75 | 19.0% | 0.6% |
| 75Δ | 124.68 | 19.1% | 1.1% | 135.39 | 20.1% | 0.5% |
| 80Δ | 123.47 | 19.5% | 0.9% | 137.02 | 21.2% | 0.3% |
No recorded observations