Share price$267.69
1D+1.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:49:57.146Z
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 · 2026-10-22T14:49:46.89017897Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 307.55 | 52.3% | 16.4% | 236.46 | 59.0% | 13.7% |
| 25Δ | 300.00 | 52.5% | 14.1% | 243.43 | 58.5% | 11.8% |
| 30Δ | 293.66 | 52.7% | 12.3% | 249.56 | 58.8% | 10.2% |
| 35Δ | 287.65 | 52.8% | 10.7% | 255.33 | 58.9% | 8.9% |
| 40Δ | 282.08 | 53.0% | 9.3% | 261.04 | 58.8% | 7.7% |
| 45Δ | 276.77 | 53.2% | 8.1% | 266.60 | 58.6% | 6.6% |
| 50Δ | 271.61 | 53.4% | 7.0% | 272.19 | 58.3% | 5.6% |
| 55Δ | 266.50 | 53.4% | 6.0% | 277.80 | 57.9% | 4.7% |
| 60Δ | 261.42 | 53.4% | 5.0% | 283.60 | 57.6% | 3.9% |
| 65Δ | 256.21 | 53.4% | 4.2% | 289.53 | 57.3% | 3.2% |
| 70Δ | 250.94 | 53.4% | 3.4% | 296.91 | 58.4% | 2.5% |
| 75Δ | 245.01 | 53.8% | 2.8% | 305.16 | 59.5% | 2.0% |
| 80Δ | 238.73 | 54.3% | 2.1% | 314.90 | 60.7% | 1.4% |
No recorded observations