Share price$120.70
1D-4.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:59:44.075Z
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 · 2026-10-22T21:58:10.168021384Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 148.94 | 77.1% | 25.6% | 102.54 | 80.5% | 17.9% |
| 25Δ | 144.02 | 78.3% | 22.3% | 106.68 | 79.6% | 15.4% |
| 30Δ | 139.78 | 79.9% | 19.6% | 110.37 | 79.7% | 13.4% |
| 35Δ | 136.15 | 82.8% | 17.7% | 113.88 | 79.3% | 11.7% |
| 40Δ | 132.09 | 82.9% | 15.3% | 117.29 | 78.7% | 10.1% |
| 45Δ | 128.20 | 83.5% | 13.2% | 120.66 | 77.9% | 8.6% |
| 50Δ | 124.64 | 85.3% | 11.6% | 123.97 | 77.1% | 7.3% |
| 55Δ | 120.90 | 84.1% | 9.7% | 127.49 | 77.4% | 6.2% |
| 60Δ | 117.25 | 84.5% | 8.2% | 131.11 | 77.6% | 5.2% |
| 65Δ | 113.60 | 84.9% | 6.8% | 134.75 | 76.9% | 4.2% |
| 70Δ | 109.89 | 84.9% | 5.5% | 138.96 | 77.0% | 3.4% |
| 75Δ | 105.65 | 87.5% | 4.5% | 143.25 | 76.1% | 2.5% |
| 80Δ | 101.20 | 88.5% | 3.4% | 147.36 | 73.5% | 1.7% |
No recorded observations