Share price$1,684.64
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:21:40.477Z
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 · 2026-10-22T20:10:00.001472058Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1878.35 | 41.7% | 12.7% | 1530.36 | 45.2% | 10.7% |
| 25Δ | 1837.62 | 40.6% | 10.7% | 1566.79 | 43.7% | 9.0% |
| 30Δ | 1807.64 | 41.0% | 9.4% | 1597.26 | 43.1% | 7.7% |
| 35Δ | 1778.66 | 41.0% | 8.1% | 1625.16 | 42.5% | 6.6% |
| 40Δ | 1752.01 | 41.1% | 7.1% | 1651.33 | 42.2% | 5.6% |
| 45Δ | 1726.40 | 41.2% | 6.2% | 1676.63 | 42.1% | 4.8% |
| 50Δ | 1701.94 | 42.3% | 5.5% | 1701.64 | 41.8% | 4.1% |
| 55Δ | 1676.56 | 42.3% | 4.7% | 1726.60 | 41.4% | 3.4% |
| 60Δ | 1650.63 | 43.3% | 4.0% | 1751.76 | 41.0% | 2.8% |
| 65Δ | 1623.79 | 43.7% | 3.4% | 1779.31 | 41.2% | 2.2% |
| 70Δ | 1595.36 | 44.1% | 2.8% | 1806.61 | 40.7% | 1.7% |
| 75Δ | 1563.71 | 45.0% | 2.3% | 1838.07 | 40.7% | 1.3% |
| 80Δ | 1528.12 | 45.9% | 1.8% | 1875.35 | 41.0% | 0.9% |
No recorded observations