Share price$195.26
1D-3.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:40:02.433Z
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 · 2026-10-22T23:59:33.775727471Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 250.00 | 89.4% | 30.5% | 166.20 | 79.8% | 17.7% |
| 25Δ | 237.12 | 85.1% | 24.6% | 172.37 | 80.8% | 15.6% |
| 30Δ | 229.40 | 86.6% | 21.6% | 178.43 | 80.3% | 13.5% |
| 35Δ | 221.57 | 86.1% | 18.5% | 184.19 | 79.9% | 11.7% |
| 40Δ | 214.59 | 85.9% | 16.0% | 189.76 | 79.8% | 10.2% |
| 45Δ | 208.09 | 86.8% | 13.8% | 195.18 | 77.8% | 8.6% |
| 50Δ | 202.15 | 89.4% | 12.2% | 200.49 | 76.5% | 7.3% |
| 55Δ | 195.94 | 90.1% | 10.4% | 205.94 | 76.0% | 6.1% |
| 60Δ | 189.68 | 91.8% | 8.9% | 211.47 | 75.4% | 5.1% |
| 65Δ | 183.20 | 93.3% | 7.5% | 217.27 | 74.7% | 4.1% |
| 70Δ | 176.18 | 96.6% | 6.3% | 222.88 | 72.9% | 3.2% |
| 75Δ | 168.25 | 101.2% | 5.2% | 228.33 | 70.2% | 2.3% |
| 80Δ | 159.01 | 107.0% | 4.2% | 234.50 | 67.7% | 1.6% |
No recorded observations