Share price$111.50
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T11:14:39.914Z
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 · 2026-10-22T00:00:04.780821372Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 115.24 | 11.8% | 3.7% | 103.99 | 32.5% | 7.8% |
| 25Δ | 116.46 | 20.5% | 5.3% | 106.70 | 26.3% | 5.5% |
| 30Δ | 115.73 | 21.2% | 4.9% | 108.50 | 21.9% | 3.9% |
| 35Δ | 114.47 | 19.4% | 3.9% | 109.67 | 19.4% | 3.0% |
| 40Δ | 113.45 | 17.8% | 3.1% | 110.56 | 17.5% | 2.3% |
| 45Δ | 112.65 | 16.4% | 2.5% | 111.30 | 16.0% | 1.7% |
| 50Δ | 111.95 | 15.1% | 2.1% | 111.94 | 14.8% | 1.3% |
| 55Δ | 111.37 | 14.8% | 1.8% | 112.49 | 14.2% | 1.0% |
| 60Δ | 110.74 | 14.9% | 1.5% | 113.02 | 13.6% | 0.8% |
| 65Δ | 110.05 | 15.8% | 1.4% | 113.54 | 13.2% | 0.6% |
| 70Δ | 109.30 | 16.2% | 1.2% | 114.11 | 13.0% | 0.4% |
| 75Δ | 108.42 | 16.9% | 1.0% | 114.95 | 13.9% | 0.3% |
| 80Δ | 107.27 | 18.1% | 0.9% | 115.69 | 13.8% | 0.1% |
No recorded observations