Share price$134.29
1D+1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:52:42.587Z
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 · 2026-10-22T23:00:00.001723609Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 148.84 | 39.3% | 12.0% | 120.21 | 52.5% | 12.3% |
| 25Δ | 146.72 | 41.2% | 10.9% | 123.77 | 49.1% | 10.0% |
| 30Δ | 144.59 | 42.8% | 9.8% | 126.71 | 46.5% | 8.3% |
| 35Δ | 142.36 | 43.5% | 8.8% | 129.32 | 44.3% | 6.9% |
| 40Δ | 140.13 | 44.3% | 7.7% | 131.54 | 43.5% | 5.8% |
| 45Δ | 137.96 | 44.7% | 6.8% | 133.63 | 43.2% | 5.0% |
| 50Δ | 135.81 | 45.1% | 5.9% | 135.80 | 43.6% | 4.2% |
| 55Δ | 133.68 | 44.9% | 5.0% | 138.12 | 45.2% | 3.7% |
| 60Δ | 131.56 | 44.2% | 4.2% | 140.53 | 46.7% | 3.2% |
| 65Δ | 129.43 | 43.6% | 3.4% | 143.23 | 47.6% | 2.6% |
| 70Δ | 127.28 | 43.1% | 2.8% | 146.06 | 48.2% | 2.1% |
| 75Δ | 125.12 | 42.6% | 2.2% | 149.10 | 48.3% | 1.6% |
| 80Δ | 121.94 | 44.8% | 1.8% | 152.82 | 48.8% | 1.1% |
No recorded observations