Share price$1,685.00
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:51:16.046Z
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 · 2026-10-22T23:32:11.657606467Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1878.53 | 41.6% | 12.7% | 1530.51 | 45.2% | 10.7% |
| 25Δ | 1837.74 | 40.5% | 10.7% | 1567.00 | 43.8% | 9.0% |
| 30Δ | 1807.82 | 40.9% | 9.4% | 1597.50 | 43.2% | 7.7% |
| 35Δ | 1778.87 | 40.9% | 8.1% | 1625.44 | 42.6% | 6.6% |
| 40Δ | 1752.27 | 41.0% | 7.1% | 1651.64 | 42.3% | 5.6% |
| 45Δ | 1726.65 | 41.1% | 6.1% | 1677.02 | 42.1% | 4.8% |
| 50Δ | 1702.22 | 42.2% | 5.4% | 1702.09 | 41.9% | 4.1% |
| 55Δ | 1676.93 | 42.2% | 4.7% | 1727.10 | 41.5% | 3.4% |
| 60Δ | 1651.08 | 43.1% | 4.0% | 1752.32 | 41.1% | 2.8% |
| 65Δ | 1624.32 | 43.5% | 3.4% | 1780.05 | 41.4% | 2.3% |
| 70Δ | 1596.00 | 44.0% | 2.8% | 1807.41 | 40.8% | 1.7% |
| 75Δ | 1564.46 | 44.8% | 2.3% | 1839.28 | 40.9% | 1.3% |
| 80Δ | 1529.20 | 45.6% | 1.8% | 1876.80 | 41.3% | 0.9% |
No recorded observations