Share price$126.59
1D+3.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:33:17.183Z
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 · 2026-10-23T17:33:05.053398557Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 152.81 | 70.9% | 22.7% | 109.97 | 69.6% | 15.5% |
| 25Δ | 147.64 | 70.2% | 19.3% | 113.69 | 68.4% | 13.3% |
| 30Δ | 143.09 | 69.2% | 16.4% | 117.05 | 67.9% | 11.5% |
| 35Δ | 139.12 | 68.5% | 13.9% | 120.20 | 67.9% | 10.0% |
| 40Δ | 135.74 | 68.9% | 12.1% | 123.22 | 68.3% | 8.7% |
| 45Δ | 132.49 | 69.0% | 10.5% | 126.19 | 67.9% | 7.5% |
| 50Δ | 129.31 | 68.9% | 9.0% | 129.12 | 66.4% | 6.3% |
| 55Δ | 126.25 | 68.8% | 7.6% | 132.25 | 66.6% | 5.3% |
| 60Δ | 123.18 | 69.0% | 6.4% | 135.45 | 67.3% | 4.5% |
| 65Δ | 120.10 | 69.4% | 5.3% | 138.49 | 65.7% | 3.6% |
| 70Δ | 116.96 | 68.9% | 4.3% | 141.86 | 64.9% | 2.8% |
| 75Δ | 113.50 | 69.6% | 3.4% | 145.68 | 64.8% | 2.1% |
| 80Δ | 109.29 | 72.9% | 2.7% | 150.27 | 65.2% | 1.5% |
No recorded observations