Share price$156.80
1D+1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:59:51.534Z
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 · 2026-10-22T23:25:54.777529039Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 180.62 | 53.5% | 16.8% | 143.14 | 42.5% | 10.1% |
| 25Δ | 171.86 | 42.4% | 11.3% | 146.51 | 40.6% | 8.4% |
| 30Δ | 167.42 | 37.7% | 8.7% | 148.94 | 41.4% | 7.4% |
| 35Δ | 164.25 | 35.1% | 7.0% | 151.37 | 40.6% | 6.3% |
| 40Δ | 162.15 | 35.2% | 6.1% | 153.82 | 38.6% | 5.2% |
| 45Δ | 160.05 | 35.2% | 5.3% | 156.08 | 37.5% | 4.3% |
| 50Δ | 158.05 | 35.8% | 4.6% | 158.17 | 37.3% | 3.7% |
| 55Δ | 156.06 | 36.5% | 4.0% | 160.26 | 37.2% | 3.0% |
| 60Δ | 153.98 | 37.0% | 3.5% | 162.42 | 36.9% | 2.5% |
| 65Δ | 151.81 | 37.4% | 3.0% | 164.57 | 36.7% | 2.0% |
| 70Δ | 149.55 | 37.8% | 2.4% | 167.18 | 37.0% | 1.6% |
| 75Δ | 146.87 | 38.7% | 2.0% | 169.90 | 37.6% | 1.2% |
| 80Δ | 144.05 | 39.4% | 1.6% | 173.84 | 39.3% | 0.8% |
No recorded observations