Share price$341.71
1D-4.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:22:19.148Z
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 · 2026-10-22T20:10:00.001601732Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 386.05 | 46.1% | 14.3% | 305.48 | 53.2% | 12.4% |
| 25Δ | 377.74 | 46.2% | 12.4% | 314.35 | 50.9% | 10.3% |
| 30Δ | 370.21 | 46.0% | 10.7% | 321.58 | 50.0% | 8.8% |
| 35Δ | 363.69 | 46.0% | 9.3% | 328.13 | 49.3% | 7.5% |
| 40Δ | 357.53 | 46.3% | 8.1% | 334.28 | 48.7% | 6.4% |
| 45Δ | 351.82 | 47.2% | 7.2% | 340.25 | 48.1% | 5.4% |
| 50Δ | 346.05 | 47.8% | 6.3% | 346.00 | 47.5% | 4.6% |
| 55Δ | 340.25 | 48.3% | 5.4% | 351.83 | 47.1% | 3.8% |
| 60Δ | 334.28 | 48.8% | 4.6% | 357.86 | 47.1% | 3.1% |
| 65Δ | 328.10 | 49.4% | 3.9% | 364.08 | 46.8% | 2.5% |
| 70Δ | 321.44 | 50.4% | 3.3% | 370.52 | 46.4% | 1.9% |
| 75Δ | 314.49 | 50.6% | 2.6% | 378.30 | 46.8% | 1.5% |
| 80Δ | 305.87 | 52.5% | 2.1% | 387.27 | 47.3% | 1.0% |
No recorded observations