Share price$133.48
1D-2.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:54:45.956Z
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 · 2026-10-22T16:54:23.569599154Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 150.39 | 45.4% | 14.0% | 119.89 | 50.8% | 11.9% |
| 25Δ | 146.87 | 44.1% | 11.8% | 123.24 | 47.8% | 9.8% |
| 30Δ | 143.83 | 43.0% | 9.9% | 126.09 | 46.0% | 8.2% |
| 35Δ | 141.38 | 42.8% | 8.6% | 128.41 | 45.7% | 7.1% |
| 40Δ | 139.06 | 42.5% | 7.4% | 130.68 | 45.4% | 6.1% |
| 45Δ | 136.93 | 41.9% | 6.4% | 132.84 | 45.4% | 5.2% |
| 50Δ | 134.81 | 41.4% | 5.3% | 134.99 | 45.4% | 4.4% |
| 55Δ | 132.85 | 41.2% | 4.6% | 137.29 | 45.8% | 3.8% |
| 60Δ | 130.89 | 41.1% | 3.9% | 139.58 | 46.2% | 3.1% |
| 65Δ | 128.90 | 40.8% | 3.2% | 142.28 | 47.1% | 2.6% |
| 70Δ | 126.88 | 40.5% | 2.7% | 145.09 | 48.1% | 2.1% |
| 75Δ | 124.78 | 40.3% | 2.1% | 148.98 | 50.5% | 1.6% |
| 80Δ | 121.74 | 42.5% | 1.7% | 154.73 | 55.7% | 1.3% |
No recorded observations