Share price$228.59
1D+0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T10:47:29.592Z
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 · 2026-10-21T20:00:01.877257168Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 249.84 | 34.1% | 10.3% | 212.22 | 33.9% | 8.3% |
| 25Δ | 245.38 | 32.3% | 8.6% | 215.76 | 33.3% | 7.1% |
| 30Δ | 240.92 | 30.5% | 7.0% | 219.30 | 32.8% | 5.9% |
| 35Δ | 237.97 | 30.8% | 6.1% | 222.17 | 32.6% | 5.1% |
| 40Δ | 235.42 | 31.7% | 5.5% | 224.87 | 32.5% | 4.5% |
| 45Δ | 232.87 | 32.6% | 4.9% | 227.57 | 32.5% | 3.8% |
| 50Δ | 230.31 | 33.5% | 4.3% | 230.28 | 32.4% | 3.1% |
| 55Δ | 227.59 | 33.4% | 3.8% | 233.08 | 32.5% | 2.7% |
| 60Δ | 224.85 | 33.3% | 3.2% | 235.89 | 32.6% | 2.2% |
| 65Δ | 222.12 | 33.1% | 2.7% | 238.69 | 32.6% | 1.8% |
| 70Δ | 219.18 | 33.1% | 2.2% | 242.10 | 33.0% | 1.4% |
| 75Δ | 215.60 | 33.7% | 1.8% | 246.05 | 33.7% | 1.0% |
| 80Δ | 212.02 | 34.4% | 1.4% | 250.00 | 34.4% | 0.7% |
No recorded observations