Share price$120.20
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T07:46:38.033Z
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 · 2026-10-21T23:00:00.002164459Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 144.84 | 68.5% | 22.5% | 106.03 | 59.5% | 13.8% |
| 25Δ | 134.81 | 51.9% | 14.2% | 110.99 | 47.5% | 9.8% |
| 30Δ | 130.64 | 44.0% | 10.8% | 113.85 | 42.8% | 7.7% |
| 35Δ | 126.47 | 36.0% | 7.4% | 116.07 | 40.7% | 6.4% |
| 40Δ | 124.06 | 32.8% | 5.7% | 117.84 | 40.3% | 5.5% |
| 45Δ | 122.60 | 32.3% | 5.0% | 119.62 | 39.8% | 4.6% |
| 50Δ | 121.14 | 31.7% | 4.2% | 121.32 | 39.4% | 3.9% |
| 55Δ | 119.67 | 31.4% | 3.5% | 123.01 | 39.0% | 3.3% |
| 60Δ | 118.16 | 32.4% | 3.1% | 124.69 | 38.6% | 2.6% |
| 65Δ | 116.64 | 33.4% | 2.7% | 126.58 | 38.5% | 2.1% |
| 70Δ | 115.13 | 34.3% | 2.2% | 128.51 | 38.5% | 1.7% |
| 75Δ | 112.98 | 36.0% | 1.9% | 130.78 | 39.1% | 1.2% |
| 80Δ | 110.76 | 37.7% | 1.5% | 134.25 | 42.0% | 0.9% |
No recorded observations