Share price$100.60
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:55:34.851Z
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 · 2026-10-22T21:37:16.161400525Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 97.30 | 17.5% | 3.9% | |||
| 25Δ | 94.13 | 40.2% | 8.2% | |||
| 30Δ | 106.69 | 34.1% | 7.8% | 96.70 | 31.9% | 5.7% |
| 35Δ | 104.34 | 27.4% | 5.5% | 98.33 | 26.2% | 4.1% |
| 40Δ | 102.86 | 22.7% | 4.0% | 99.48 | 22.2% | 2.9% |
| 45Δ | 101.98 | 19.8% | 3.2% | 100.35 | 19.8% | 2.2% |
| 50Δ | 101.11 | 16.9% | 2.3% | 100.99 | 18.7% | 1.8% |
| 55Δ | 101.63 | 17.7% | 1.4% | |||
| 60Δ | 102.13 | 16.2% | 1.0% | |||
| 65Δ | 102.44 | 14.4% | 0.7% | |||
| 70Δ | 102.74 | 12.5% | 0.4% | |||
| 75Δ | 103.25 | 11.6% | 0.2% | |||
| 80Δ | 105.22 | 16.5% | 0.2% | |||
No recorded observations