Share price$1,679.58
1D+0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:37:39.483Z
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 · 2026-10-22T16:37:34.74523411Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1874.30 | 41.9% | 12.8% | 1527.83 | 44.5% | 10.5% |
| 25Δ | 1837.39 | 41.9% | 11.1% | 1562.82 | 43.5% | 8.9% |
| 30Δ | 1806.08 | 42.2% | 9.7% | 1592.00 | 43.3% | 7.7% |
| 35Δ | 1776.98 | 42.4% | 8.4% | 1619.21 | 43.5% | 6.7% |
| 40Δ | 1749.53 | 42.6% | 7.4% | 1646.88 | 41.4% | 5.5% |
| 45Δ | 1723.15 | 42.9% | 6.4% | 1671.70 | 41.6% | 4.8% |
| 50Δ | 1696.97 | 42.6% | 5.5% | 1696.77 | 42.1% | 4.1% |
| 55Δ | 1671.57 | 43.1% | 4.8% | 1720.58 | 40.7% | 3.3% |
| 60Δ | 1645.68 | 43.3% | 4.0% | 1745.41 | 40.3% | 2.7% |
| 65Δ | 1619.78 | 43.0% | 3.4% | 1772.85 | 40.8% | 2.2% |
| 70Δ | 1591.28 | 43.7% | 2.8% | 1800.60 | 40.5% | 1.7% |
| 75Δ | 1559.25 | 45.0% | 2.3% | 1832.23 | 40.6% | 1.3% |
| 80Δ | 1523.48 | 45.9% | 1.8% | 1870.15 | 41.1% | 0.9% |
No recorded observations