Share price$469.71
1D+0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:19:43.683Z
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 · 2026-10-22T15:17:38.517224226Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 511.48 | 32.7% | 9.9% | 433.87 | 36.8% | 8.9% |
| 25Δ | 503.85 | 32.8% | 8.6% | 441.87 | 36.4% | 7.5% |
| 30Δ | 497.05 | 33.1% | 7.5% | 449.19 | 35.7% | 6.4% |
| 35Δ | 490.94 | 33.6% | 6.6% | 455.50 | 35.7% | 5.5% |
| 40Δ | 484.90 | 33.6% | 5.8% | 461.62 | 35.7% | 4.8% |
| 45Δ | 478.95 | 33.6% | 5.0% | 467.60 | 35.5% | 4.1% |
| 50Δ | 473.33 | 34.0% | 4.4% | 473.53 | 35.3% | 3.4% |
| 55Δ | 467.61 | 34.5% | 3.8% | 479.43 | 35.2% | 2.9% |
| 60Δ | 461.74 | 35.0% | 3.3% | 485.60 | 35.1% | 2.4% |
| 65Δ | 455.73 | 35.0% | 2.8% | 491.70 | 34.8% | 1.9% |
| 70Δ | 449.61 | 34.9% | 2.3% | 497.56 | 33.8% | 1.4% |
| 75Δ | 442.37 | 35.7% | 1.9% | 505.15 | 34.0% | 1.0% |
| 80Δ | 433.85 | 36.8% | 1.5% | 513.81 | 34.4% | 0.7% |
No recorded observations