Share price$282.25
1D-0.5%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-21T17:48:11.570Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:48:04.541098596Z
FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-21T17:48:11.051855+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 292.81 | 56.9% | 4.2% | 272.95 | 55.3% | 3.8% |
| 25Δ | 290.62 | 56.1% | 3.6% | 274.67 | 56.6% | 3.3% |
| 30Δ | 288.81 | 56.1% | 3.1% | 276.34 | 57.2% | 2.9% |
| 35Δ | 287.14 | 56.3% | 2.7% | 277.97 | 57.1% | 2.5% |
| 40Δ | 285.59 | 56.8% | 2.4% | 279.59 | 55.9% | 2.2% |
| 45Δ | 284.07 | 56.7% | 2.0% | 281.08 | 55.2% | 1.8% |
| 50Δ | 282.56 | 56.3% | 1.7% | 282.54 | 54.6% | 1.6% |
| 55Δ | 281.07 | 56.5% | 1.5% | 284.01 | 55.0% | 1.3% |
| 60Δ | 279.55 | 56.9% | 1.3% | 285.51 | 55.3% | 1.1% |
| 65Δ | 277.95 | 57.5% | 1.0% | 287.05 | 55.3% | 0.9% |
| 70Δ | 276.21 | 58.3% | 0.9% | 288.68 | 55.1% | 0.7% |
| 75Δ | 274.19 | 60.1% | 0.7% | 290.24 | 53.9% | 0.6% |
| 80Δ | 271.72 | 62.8% | 0.6% | 291.41 | 49.9% | 0.4% |
| Date | IV |
|---|---|
| 52.05% | |
| 52.67% |