Share price$100.10
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:19:31.132Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16
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 · 2026-10-22T20:00:03.07093609Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 114.42 | 17.8% | 15.6% | 87.43 | 29.8% | 15.1% |
| 25Δ | 112.44 | 18.2% | 14.2% | 93.12 | 22.2% | 9.4% |
| 30Δ | 110.46 | 18.7% | 12.7% | 99.70 | 7.4% | 1.4% |
| 35Δ | 104.95 | 8.8% | 6.2% | 100.77 | 7.4% | 0.9% |
| 40Δ | 104.30 | 8.3% | 5.8% | 101.58 | 8.3% | 0.7% |
| 45Δ | 103.66 | 7.8% | 5.3% | 102.38 | 9.2% | 0.6% |
| 50Δ | 103.01 | 7.3% | 4.8% | 103.18 | 10.1% | 0.4% |
| 55Δ | 102.37 | 6.8% | 4.3% | 103.98 | 10.9% | 0.3% |
| 60Δ | 101.72 | 6.3% | 3.8% | 104.78 | 11.8% | 0.1% |
| 65Δ | 101.08 | 5.9% | 3.4% | 107.04 | 14.5% | 0.0% |
| 70Δ | 100.43 | 5.4% | 2.9% | 109.83 | 17.7% | 0.0% |
| 75Δ | 94.93 | 12.1% | 1.3% | 116.26 | 24.4% | 0.0% |
| 80Δ | 91.22 | 16.7% | 1.3% | 133.57 | 39.4% | 0.0% |
No recorded observations