Share price$100.19
1D+0.8%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T14:06:28.617Z
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 · 2026-10-22T14:06:16.632194526Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 113.85 | 42.7% | 14.7% | 85.76 | 53.5% | 15.5% |
| 25Δ | 112.18 | 38.4% | 13.0% | 88.78 | 45.1% | 12.5% |
| 30Δ | 110.51 | 34.1% | 11.4% | 91.80 | 36.6% | 9.6% |
| 35Δ | 108.84 | 29.7% | 9.7% | 94.81 | 28.1% | 6.6% |
| 40Δ | 107.17 | 25.4% | 8.0% | 97.83 | 19.7% | 3.6% |
| 45Δ | 105.50 | 21.1% | 6.4% | 100.16 | 13.6% | 1.4% |
| 50Δ | 103.83 | 16.8% | 4.7% | 100.75 | 13.6% | 1.2% |
| 55Δ | 102.16 | 12.4% | 3.0% | 101.33 | 13.6% | 1.1% |
| 60Δ | 100.49 | 8.1% | 1.4% | 101.91 | 13.7% | 0.9% |
| 65Δ | 99.48 | 7.4% | 0.8% | 102.49 | 13.7% | 0.7% |
| 70Δ | 98.73 | 8.2% | 0.8% | 103.08 | 13.7% | 0.5% |
| 75Δ | 97.99 | 9.0% | 0.7% | 103.66 | 13.8% | 0.3% |
| 80Δ | 97.25 | 9.7% | 0.6% | 104.24 | 13.8% | 0.2% |
No recorded observations