Share price$169.39
1D-1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:55:27.384Z
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 · 2026-10-22T20:00:01.068649945Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 186.01 | 35.8% | 10.9% | 156.32 | 37.3% | 9.0% |
| 25Δ | 182.87 | 35.7% | 9.4% | 159.51 | 35.8% | 7.4% |
| 30Δ | 180.15 | 36.0% | 8.2% | 161.89 | 36.2% | 6.5% |
| 35Δ | 177.64 | 35.7% | 7.1% | 164.12 | 36.9% | 5.7% |
| 40Δ | 175.15 | 35.4% | 6.1% | 166.36 | 37.0% | 5.0% |
| 45Δ | 172.96 | 35.6% | 5.4% | 168.59 | 36.5% | 4.2% |
| 50Δ | 170.79 | 35.8% | 4.6% | 170.82 | 36.3% | 3.5% |
| 55Δ | 168.63 | 35.9% | 4.0% | 173.04 | 36.2% | 3.0% |
| 60Δ | 166.46 | 35.8% | 3.4% | 175.25 | 36.0% | 2.4% |
| 65Δ | 164.13 | 36.3% | 2.9% | 177.40 | 35.1% | 1.9% |
| 70Δ | 161.48 | 37.8% | 2.4% | 179.55 | 34.1% | 1.4% |
| 75Δ | 158.76 | 38.6% | 2.0% | 182.42 | 34.4% | 1.1% |
| 80Δ | 155.94 | 38.4% | 1.6% | 185.56 | 34.9% | 0.7% |
No recorded observations