Share price$100.59
1D+0.0%
Sold putSold call
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Market dataready · fetched 2026-10-22T16:54:08.253Z
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 · 2026-10-22T16:54:02.118468794Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:49:45.667159+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 101.30 | 7.4% | 0.4% | |||
| 60Δ | 99.96 | 15.2% | 1.6% | 101.77 | 8.5% | 0.3% |
| 65Δ | 99.61 | 13.7% | 1.3% | 102.24 | 9.7% | 0.3% |
| 70Δ | 99.26 | 12.2% | 1.1% | 102.71 | 10.9% | 0.2% |
| 75Δ | 98.95 | 10.8% | 0.8% | 103.90 | 14.6% | 0.3% |
| 80Δ | 98.73 | 9.4% | 0.6% | 106.45 | 21.7% | 0.3% |
No recorded observations