Share price$1,151.00
1D-7.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:20:00.479Z
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 · 2026-10-22T22:36:31.595484198Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1386.62 | 69.1% | 22.5% | 1003.03 | 66.8% | 15.2% |
| 25Δ | 1338.54 | 68.1% | 18.9% | 1035.25 | 66.7% | 13.1% |
| 30Δ | 1307.34 | 70.6% | 17.0% | 1065.00 | 66.5% | 11.4% |
| 35Δ | 1271.73 | 70.7% | 14.7% | 1093.45 | 66.0% | 9.9% |
| 40Δ | 1240.21 | 71.6% | 12.9% | 1121.19 | 63.8% | 8.3% |
| 45Δ | 1209.39 | 72.3% | 11.2% | 1147.20 | 63.9% | 7.2% |
| 50Δ | 1179.56 | 73.4% | 9.8% | 1172.83 | 62.8% | 6.0% |
| 55Δ | 1149.94 | 75.7% | 8.6% | 1197.90 | 61.5% | 5.0% |
| 60Δ | 1119.04 | 75.5% | 7.2% | 1224.05 | 61.1% | 4.1% |
| 65Δ | 1086.95 | 77.6% | 6.1% | 1248.95 | 59.4% | 3.3% |
| 70Δ | 1053.08 | 79.0% | 5.1% | 1277.76 | 59.1% | 2.6% |
| 75Δ | 1012.71 | 83.5% | 4.2% | 1305.97 | 57.8% | 1.9% |
| 80Δ | 968.19 | 86.8% | 3.3% | 1336.87 | 56.4% | 1.3% |
No recorded observations