Share price$100.59
1D-0.0%
Sold putSold call
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Market dataready · fetched 2026-10-22T16:15:58.135Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T16:15:53.641675262Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:15:35.828470+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 100.98 | 1.2% | 0.5% | 100.39 | 3.5% | 0.5% |
| 25Δ | 100.89 | 1.3% | 0.4% | 100.60 | 4.0% | 0.5% |
| 30Δ | 100.80 | 1.4% | 0.4% | 100.80 | 4.5% | 0.5% |
| 35Δ | 100.71 | 1.5% | 0.4% | 101.00 | 5.0% | 0.4% |
| 40Δ | 100.62 | 1.6% | 0.3% | 101.20 | 5.5% | 0.4% |
| 45Δ | 100.53 | 1.7% | 0.3% | 101.40 | 6.0% | 0.3% |
| 50Δ | 100.44 | 1.8% | 0.3% | 101.60 | 6.5% | 0.3% |
| 55Δ | 100.35 | 1.9% | 0.3% | 101.81 | 7.0% | 0.2% |
| 60Δ | 100.26 | 2.0% | 0.2% | 102.03 | 7.5% | 0.2% |
| 65Δ | 100.17 | 2.1% | 0.2% | 102.91 | 9.5% | 0.2% |
| 70Δ | 100.08 | 2.2% | 0.2% | 103.79 | 11.4% | 0.2% |
| 75Δ | 99.67 | 3.6% | 0.3% | 105.85 | 15.2% | 0.2% |
| 80Δ | 98.24 | 9.5% | 1.1% | |||
No recorded observations