Share price$108.79
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T11:49:36.743Z
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 · 2026-10-22T00:00:00.08055442Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 101.42 | 32.7% | 7.9% | |||
| 25Δ | 103.84 | 27.8% | 5.8% | |||
| 30Δ | 105.49 | 24.6% | 4.4% | |||
| 35Δ | 111.94 | 21.1% | 4.3% | 106.73 | 22.5% | 3.5% |
| 40Δ | 110.91 | 19.5% | 3.5% | 107.67 | 21.3% | 2.8% |
| 45Δ | 110.02 | 17.7% | 2.8% | 108.51 | 20.5% | 2.3% |
| 50Δ | 109.28 | 17.4% | 2.4% | 109.31 | 20.3% | 1.9% |
| 55Δ | 108.63 | 16.7% | 2.0% | 110.11 | 20.5% | 1.6% |
| 60Δ | 108.02 | 15.7% | 1.6% | 110.93 | 20.5% | 1.3% |
| 65Δ | 107.40 | 15.6% | 1.4% | 111.92 | 21.5% | 1.1% |
| 70Δ | 106.77 | 15.4% | 1.2% | |||
| 75Δ | 106.15 | 15.0% | 1.0% | |||
| 80Δ | 104.47 | 18.5% | 0.8% | |||
No recorded observations