Share price$121.17
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:22:39.999Z
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 · 2026-10-22T23:00:00.002342096Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 133.26 | 34.5% | 11.0% | 113.06 | 31.5% | 7.8% |
| 25Δ | 130.05 | 29.2% | 8.4% | 114.68 | 32.7% | 6.8% |
| 30Δ | 126.84 | 24.0% | 5.9% | 116.25 | 31.6% | 5.8% |
| 35Δ | 124.60 | 21.1% | 4.2% | 117.82 | 30.1% | 4.9% |
| 40Δ | 123.65 | 21.4% | 3.8% | 119.38 | 28.5% | 3.9% |
| 45Δ | 122.70 | 21.8% | 3.4% | 120.71 | 27.7% | 3.2% |
| 50Δ | 121.75 | 22.1% | 3.0% | 121.89 | 27.4% | 2.7% |
| 55Δ | 120.80 | 22.4% | 2.6% | 123.08 | 27.1% | 2.3% |
| 60Δ | 119.85 | 22.5% | 2.2% | 124.26 | 26.8% | 1.8% |
| 65Δ | 118.95 | 21.7% | 1.9% | 125.68 | 27.2% | 1.4% |
| 70Δ | 118.04 | 20.9% | 1.6% | 127.53 | 28.8% | 1.1% |
| 75Δ | 117.13 | 20.0% | 1.3% | 129.37 | 30.3% | 0.9% |
| 80Δ | 116.22 | 19.2% | 1.0% | 131.81 | 31.7% | 0.6% |
No recorded observations