Share price$1,139.99
1D-1.7%
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Market dataready · fetched 2026-10-24T23:32:53.369Z
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 · 2026-10-23T23:59:13.682312255Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T23:32:52.857917+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1344.78 | 64.2% | 19.8% | 992.63 | 69.5% | 15.2% |
| 25Δ | 1312.24 | 66.2% | 17.6% | 1023.79 | 70.1% | 13.3% |
| 30Δ | 1278.23 | 66.7% | 15.3% | 1054.50 | 69.0% | 11.5% |
| 35Δ | 1246.56 | 66.7% | 13.2% | 1082.17 | 69.5% | 10.0% |
| 40Δ | 1216.63 | 66.5% | 11.4% | 1109.56 | 69.0% | 8.7% |
| 45Δ | 1189.88 | 67.5% | 10.0% | 1136.57 | 68.7% | 7.4% |
| 50Δ | 1161.93 | 66.0% | 8.4% | 1163.96 | 69.6% | 6.4% |
| 55Δ | 1136.04 | 66.4% | 7.1% | 1191.64 | 69.2% | 5.4% |
| 60Δ | 1109.90 | 67.5% | 6.1% | 1220.36 | 69.1% | 4.5% |
| 65Δ | 1083.51 | 67.2% | 5.1% | 1253.66 | 70.4% | 3.8% |
| 70Δ | 1055.53 | 67.9% | 4.2% | 1285.71 | 69.7% | 3.0% |
| 75Δ | 1025.30 | 69.0% | 3.3% | 1316.41 | 67.6% | 2.2% |
| 80Δ | 992.18 | 69.8% | 2.6% | 1363.11 | 69.1% | 1.6% |
| Date | IV |
|---|---|
| 81.32% | |
| 81.28% | |
| 81.52% | |
| 80.18% | |
| 75.32% | |
| 76.99% | |
| 77.71% | |
| 73.73% | |
| 72.29% | |
| 65.37% | |
| 65.82% | |
| 61.71% | |
| 60.78% | |
| 60.57% | |
| 58.51% | |
| 60.12% | |
| 61.82% | |
| 62.13% | |
| 60.63% | |
| 58.03% | |
| 58.50% | |
| 57.23% | |
| 56.37% | |
| 55.49% | |
| 53.87% | |
| 53.37% | |
| 53.24% | |
| 52.10% | |
| 51.24% | |
| 50.86% | |
| 53.76% | |
| 53.37% | |
| 52.38% | |
| 50.03% | |
| 55.58% | |
| 55.53% | |
| 54.56% | |
| 52.91% | |
| 52.79% | |
| 54.23% | |
| 57.18% | |
| 57.11% | |
| 56.42% | |
| 55.68% | |
| 55.77% | |
| 56.14% | |
| 55.97% | |
| 55.26% | |
| 54.97% | |
| 54.12% | |
| 53.93% | |
| 54.19% | |
| 54.72% | |
| 53.57% | |
| 54.44% | |
| 57.58% | |
| 60.07% | |
| 56.95% | |
| 58.04% | |
| 57.52% | |
| 57.91% | |
| 58.64% | |
| 60.94% | |
| 60.90% |