Share price$219.12
1D-8.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:54:11.492Z
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 · 2026-10-22T20:10:00.001544696Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 263.87 | 68.7% | 22.4% | 192.78 | 61.5% | 14.1% |
| 25Δ | 254.81 | 67.6% | 18.9% | 198.27 | 62.2% | 12.4% |
| 30Δ | 246.92 | 66.4% | 15.9% | 203.43 | 62.7% | 10.9% |
| 35Δ | 240.24 | 65.9% | 13.6% | 208.49 | 63.0% | 9.5% |
| 40Δ | 234.31 | 65.0% | 11.7% | 213.49 | 63.7% | 8.3% |
| 45Δ | 228.62 | 64.2% | 9.9% | 218.45 | 64.5% | 7.3% |
| 50Δ | 223.49 | 64.1% | 8.5% | 223.56 | 64.8% | 6.2% |
| 55Δ | 218.42 | 63.9% | 7.2% | 228.73 | 64.8% | 5.3% |
| 60Δ | 213.47 | 63.5% | 6.0% | 234.26 | 64.9% | 4.4% |
| 65Δ | 208.49 | 63.1% | 5.0% | 239.92 | 65.1% | 3.6% |
| 70Δ | 203.46 | 62.6% | 4.0% | 247.47 | 67.5% | 2.9% |
| 75Δ | 198.26 | 62.2% | 3.2% | 255.25 | 68.4% | 2.3% |
| 80Δ | 192.22 | 63.0% | 2.4% | 263.97 | 68.9% | 1.6% |
No recorded observations