Share price$111.26
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T13:26:31.242Z
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 · 2026-10-22T13:07:50.077835647Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 152.43 | 110.7% | 40.0% | 87.56 | 130.4% | 26.2% |
| 25Δ | 145.34 | 112.4% | 34.7% | 94.17 | 118.4% | 21.3% |
| 30Δ | 137.56 | 109.2% | 28.7% | 99.38 | 112.0% | 17.8% |
| 35Δ | 131.90 | 109.5% | 24.8% | 103.91 | 109.5% | 15.3% |
| 40Δ | 126.30 | 107.9% | 20.9% | 108.08 | 103.8% | 12.8% |
| 45Δ | 121.63 | 109.1% | 18.1% | 112.03 | 99.2% | 10.7% |
| 50Δ | 117.21 | 111.1% | 15.8% | 115.88 | 97.2% | 9.0% |
| 55Δ | 112.90 | 115.8% | 14.0% | 119.79 | 96.1% | 7.5% |
| 60Δ | 108.50 | 122.4% | 12.5% | 123.50 | 93.3% | 6.2% |
| 65Δ | 103.60 | 128.1% | 10.8% | 128.15 | 94.2% | 5.1% |
| 70Δ | 98.19 | 135.9% | 9.3% | 132.69 | 93.4% | 4.0% |
| 75Δ | 92.11 | 144.0% | 7.8% | 137.18 | 91.0% | 3.0% |
| 80Δ | 85.03 | 154.7% | 6.3% | 142.40 | 89.1% | 2.1% |
No recorded observations