Share price$257.00
1D+0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:51:15.402Z
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 · 2026-10-22T20:40:14.07104602Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 281.94 | 35.3% | 10.8% | 234.22 | 42.9% | 10.3% |
| 25Δ | 277.40 | 35.4% | 9.4% | 240.07 | 41.0% | 8.4% |
| 30Δ | 273.33 | 35.5% | 8.2% | 244.23 | 40.2% | 7.3% |
| 35Δ | 269.37 | 35.7% | 7.1% | 248.38 | 39.5% | 6.2% |
| 40Δ | 265.96 | 35.9% | 6.3% | 252.19 | 39.2% | 5.3% |
| 45Δ | 262.56 | 36.2% | 5.5% | 255.78 | 39.1% | 4.5% |
| 50Δ | 259.15 | 36.5% | 4.7% | 259.37 | 39.0% | 3.8% |
| 55Δ | 255.73 | 36.9% | 4.1% | 262.86 | 38.4% | 3.2% |
| 60Δ | 252.32 | 37.4% | 3.5% | 266.34 | 37.7% | 2.6% |
| 65Δ | 248.74 | 37.8% | 3.0% | 269.81 | 36.9% | 2.0% |
| 70Δ | 244.82 | 38.2% | 2.5% | 274.15 | 37.2% | 1.6% |
| 75Δ | 240.89 | 38.6% | 2.0% | 278.54 | 37.4% | 1.2% |
| 80Δ | 235.75 | 39.6% | 1.6% | 283.90 | 37.7% | 0.8% |
No recorded observations