Share price$137.79
1D+1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:02:09.264Z
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 · 2026-10-23T16:01:41.950761732Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 133.56 | 36.9% | 5.6% | |||
| 40Δ | 135.45 | 35.5% | 4.7% | |||
| 45Δ | 137.18 | 34.8% | 3.9% | |||
| 50Δ | 138.85 | 34.7% | 3.3% | |||
| 55Δ | 140.51 | 34.3% | 2.7% | |||
| 60Δ | 142.22 | 34.3% | 2.3% | |||
| 65Δ | 134.36 | 29.5% | 2.3% | 144.04 | 34.5% | 1.8% |
| 70Δ | 132.88 | 29.3% | 1.9% | 146.04 | 34.8% | 1.4% |
| 75Δ | 131.26 | 29.3% | 1.6% | 147.43 | 32.5% | 1.0% |
| 80Δ | 150.89 | 35.6% | 0.7% | |||
No recorded observations