Share price$112.97
1D-0.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:26:39.697Z
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 · 2026-10-22T22:30:00.002601024Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:20:12.045942+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 123.74 | 34.9% | 10.6% | |||
| 25Δ | 120.36 | 29.6% | 7.7% | |||
| 30Δ | 118.29 | 26.8% | 6.1% | |||
| 35Δ | 116.70 | 24.4% | 4.9% | |||
| 40Δ | 115.45 | 22.4% | 3.9% | |||
| 45Δ | 114.42 | 21.4% | 3.3% | 112.62 | 23.7% | 2.7% |
| 50Δ | 113.53 | 21.7% | 2.8% | 113.57 | 23.4% | 2.2% |
| 55Δ | 112.64 | 22.5% | 2.5% | 114.50 | 23.2% | 1.8% |
| 60Δ | 115.47 | 23.2% | 1.5% | |||
| 65Δ | 116.68 | 24.6% | 1.2% | |||
| 70Δ | 117.61 | 23.7% | 0.9% | |||
| 75Δ | 118.51 | 22.4% | 0.6% | |||
| 80Δ | 119.65 | 22.0% | 0.3% | |||
No recorded observations