Share price$282.12
1D-0.5%
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Market dataready · fetched 2026-10-21T17:00:30.328Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:29.185525822Z
FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-21T17:00:29.746421+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 292.39 | 55.7% | 4.1% | 272.38 | 58.1% | 3.9% |
| 25Δ | 290.42 | 55.8% | 3.5% | 274.33 | 58.1% | 3.4% |
| 30Δ | 288.71 | 56.5% | 3.1% | 276.13 | 57.8% | 3.0% |
| 35Δ | 287.08 | 57.1% | 2.7% | 277.83 | 57.4% | 2.5% |
| 40Δ | 285.48 | 57.1% | 2.4% | 279.41 | 56.9% | 2.2% |
| 45Δ | 283.94 | 57.4% | 2.1% | 280.93 | 56.3% | 1.9% |
| 50Δ | 282.43 | 57.7% | 1.8% | 282.41 | 55.7% | 1.6% |
| 55Δ | 280.91 | 58.1% | 1.5% | 283.89 | 55.6% | 1.3% |
| 60Δ | 279.35 | 58.4% | 1.3% | 285.38 | 55.6% | 1.1% |
| 65Δ | 277.74 | 58.8% | 1.1% | 286.93 | 55.5% | 0.9% |
| 70Δ | 275.94 | 59.7% | 0.9% | 288.51 | 54.9% | 0.7% |
| 75Δ | 273.78 | 62.2% | 0.7% | 290.11 | 53.9% | 0.6% |
| 80Δ | 271.25 | 64.9% | 0.6% | 291.90 | 53.0% | 0.4% |
| Date | IV |
|---|---|
| 52.05% | |
| 52.67% |