Share price$175.34
1D+0.4%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:55.893Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:51.075899699Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:02.903132+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 179.25 | 33.3% | 2.5% | 171.27 | 37.3% | 2.6% |
| 25Δ | 178.44 | 32.6% | 2.1% | 172.25 | 36.1% | 2.2% |
| 30Δ | 177.62 | 31.8% | 1.7% | 172.97 | 35.4% | 1.9% |
| 35Δ | 177.04 | 32.1% | 1.5% | 173.60 | 34.8% | 1.6% |
| 40Δ | 176.50 | 32.6% | 1.4% | 174.23 | 34.2% | 1.4% |
| 45Δ | 175.96 | 33.1% | 1.2% | 174.86 | 33.6% | 1.1% |
| 50Δ | 175.42 | 33.6% | 1.1% | 175.44 | 33.4% | 1.0% |
| 55Δ | 174.86 | 34.1% | 0.9% | 176.00 | 33.4% | 0.8% |
| 60Δ | 174.24 | 34.4% | 0.8% | 176.56 | 33.3% | 0.7% |
| 65Δ | 173.62 | 34.7% | 0.7% | 177.12 | 33.3% | 0.6% |
| 70Δ | 173.00 | 35.1% | 0.5% | 177.80 | 33.8% | 0.4% |
| 75Δ | 172.37 | 35.0% | 0.4% | 178.72 | 35.5% | 0.4% |
| 80Δ | 171.69 | 33.4% | 0.3% | 179.63 | 37.2% | 0.3% |
| Date | IV |
|---|---|
| 34.67% | |
| 34.29% |