Share price$171.28
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T12:30:17.027Z
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 · 2026-10-21T20:00:09.270729483Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 188.10 | 35.5% | 10.9% | 157.30 | 39.4% | 9.5% |
| 25Δ | 183.80 | 32.9% | 8.6% | 161.11 | 36.4% | 7.6% |
| 30Δ | 181.04 | 32.2% | 7.4% | 163.55 | 36.8% | 6.6% |
| 35Δ | 178.76 | 32.6% | 6.5% | 165.92 | 37.4% | 5.8% |
| 40Δ | 176.77 | 33.7% | 5.8% | 168.19 | 38.4% | 5.1% |
| 45Δ | 174.76 | 34.7% | 5.2% | 170.46 | 39.1% | 4.5% |
| 50Δ | 172.63 | 35.3% | 4.6% | 172.75 | 38.1% | 3.7% |
| 55Δ | 170.50 | 35.9% | 4.0% | 175.04 | 37.1% | 3.0% |
| 60Δ | 168.40 | 35.4% | 3.4% | 177.48 | 37.2% | 2.5% |
| 65Δ | 166.31 | 34.4% | 2.8% | 179.93 | 37.4% | 2.0% |
| 70Δ | 164.10 | 33.9% | 2.2% | 182.49 | 36.9% | 1.6% |
| 75Δ | 161.68 | 34.1% | 1.8% | 185.09 | 36.4% | 1.1% |
| 80Δ | 158.75 | 35.1% | 1.4% | 188.63 | 36.8% | 0.8% |
No recorded observations