Share price$127.67
1D-7.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:56:52.432Z
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 · 2026-10-22T23:00:00.002499037Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 152.37 | 65.7% | 21.2% | 110.75 | 69.4% | 15.7% |
| 25Δ | 147.58 | 65.4% | 18.1% | 113.76 | 73.8% | 14.4% |
| 30Δ | 143.90 | 66.8% | 16.0% | 117.32 | 73.0% | 12.5% |
| 35Δ | 140.58 | 68.6% | 14.2% | 121.02 | 70.2% | 10.5% |
| 40Δ | 136.79 | 66.6% | 12.0% | 124.20 | 71.1% | 9.2% |
| 45Δ | 133.32 | 65.1% | 10.0% | 127.41 | 71.0% | 7.9% |
| 50Δ | 130.22 | 64.6% | 8.5% | 130.71 | 71.1% | 6.8% |
| 55Δ | 127.28 | 64.0% | 7.2% | 134.31 | 73.3% | 5.9% |
| 60Δ | 124.31 | 64.1% | 6.0% | 138.08 | 74.2% | 5.0% |
| 65Δ | 121.15 | 67.0% | 5.2% | 142.25 | 75.4% | 4.1% |
| 70Δ | 118.20 | 66.2% | 4.3% | 146.98 | 76.9% | 3.3% |
| 75Δ | 115.37 | 63.3% | 3.2% | 152.73 | 79.2% | 2.6% |
| 80Δ | 111.86 | 63.4% | 2.5% | 159.68 | 81.8% | 1.9% |
No recorded observations