Share price$196.11
1D-3.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:21:54.221Z
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 · 2026-10-22T20:52:26.714042145Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 238.52 | 72.2% | 23.7% | 168.69 | 73.9% | 16.6% |
| 25Δ | 229.35 | 70.3% | 19.6% | 174.66 | 74.0% | 14.4% |
| 30Δ | 222.18 | 69.0% | 16.7% | 180.22 | 73.9% | 12.6% |
| 35Δ | 216.22 | 69.0% | 14.4% | 185.65 | 72.7% | 10.8% |
| 40Δ | 210.79 | 69.6% | 12.5% | 190.70 | 73.0% | 9.4% |
| 45Δ | 205.61 | 69.2% | 10.8% | 195.72 | 70.8% | 7.9% |
| 50Δ | 200.46 | 68.6% | 9.1% | 200.82 | 71.7% | 6.8% |
| 55Δ | 195.65 | 69.5% | 7.8% | 206.15 | 72.2% | 5.8% |
| 60Δ | 190.75 | 71.4% | 6.8% | 211.53 | 72.3% | 4.9% |
| 65Δ | 185.89 | 70.3% | 5.5% | 217.02 | 71.4% | 3.9% |
| 70Δ | 180.94 | 69.5% | 4.4% | 223.31 | 71.4% | 3.1% |
| 75Δ | 175.22 | 71.5% | 3.6% | 230.57 | 72.4% | 2.4% |
| 80Δ | 168.64 | 73.9% | 2.8% | 238.11 | 71.6% | 1.7% |
No recorded observations