Share price$110.85
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:14:22.266Z
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 · 2026-10-22T20:01:28.048927279Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 149.26 | 105.4% | 37.6% | 86.90 | 133.4% | 26.7% |
| 25Δ | 141.85 | 104.9% | 31.8% | 93.33 | 123.8% | 22.1% |
| 30Δ | 135.01 | 102.9% | 26.6% | 98.84 | 114.4% | 18.2% |
| 35Δ | 130.50 | 106.1% | 23.8% | 103.49 | 110.4% | 15.4% |
| 40Δ | 125.11 | 104.4% | 20.0% | 107.85 | 109.3% | 13.4% |
| 45Δ | 120.19 | 102.2% | 16.7% | 112.04 | 107.5% | 11.4% |
| 50Δ | 116.00 | 103.1% | 14.4% | 116.17 | 104.9% | 9.6% |
| 55Δ | 112.03 | 108.1% | 12.9% | 120.46 | 104.1% | 8.1% |
| 60Δ | 107.87 | 113.1% | 11.4% | 124.78 | 102.7% | 6.7% |
| 65Δ | 103.37 | 116.6% | 9.7% | 129.36 | 101.5% | 5.5% |
| 70Δ | 98.54 | 120.2% | 8.1% | 135.53 | 104.5% | 4.5% |
| 75Δ | 93.01 | 127.4% | 6.8% | 140.55 | 101.6% | 3.3% |
| 80Δ | 86.72 | 135.1% | 5.4% | 147.31 | 101.2% | 2.4% |
No recorded observations