Share price$311.50
1D-4.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:34:01.542Z
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 · 2026-10-22T20:27:15.700596516Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 357.32 | 51.8% | 16.2% | 277.01 | 55.7% | 13.0% |
| 25Δ | 349.15 | 52.5% | 14.1% | 284.70 | 55.1% | 11.1% |
| 30Δ | 341.84 | 53.0% | 12.4% | 291.31 | 55.6% | 9.7% |
| 35Δ | 334.53 | 52.3% | 10.6% | 297.94 | 54.3% | 8.3% |
| 40Δ | 327.76 | 51.8% | 9.1% | 304.13 | 54.0% | 7.1% |
| 45Δ | 321.88 | 52.6% | 8.0% | 310.12 | 53.9% | 6.1% |
| 50Δ | 316.00 | 53.4% | 7.0% | 315.98 | 53.2% | 5.2% |
| 55Δ | 310.13 | 54.2% | 6.0% | 321.86 | 52.5% | 4.3% |
| 60Δ | 303.94 | 55.4% | 5.2% | 327.78 | 51.9% | 3.5% |
| 65Δ | 297.56 | 56.4% | 4.4% | 334.38 | 52.0% | 2.9% |
| 70Δ | 290.86 | 57.2% | 3.6% | 341.28 | 52.2% | 2.3% |
| 75Δ | 283.39 | 58.2% | 3.0% | 347.65 | 50.6% | 1.7% |
| 80Δ | 274.86 | 59.7% | 2.3% | 355.55 | 50.0% | 1.1% |
No recorded observations