Share price$99.38
1D+0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:07:19.789Z
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 · 2026-10-22T20:10:00.001236294Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 92.15 | 35.4% | 8.4% | |||
| 25Δ | 94.37 | 31.1% | 6.4% | |||
| 30Δ | 104.33 | 28.2% | 6.4% | 95.86 | 28.7% | 5.2% |
| 35Δ | 102.86 | 26.0% | 5.2% | 96.90 | 29.3% | 4.5% |
| 40Δ | 101.82 | 25.8% | 4.4% | 97.96 | 29.3% | 3.9% |
| 45Δ | 100.82 | 24.8% | 3.7% | 98.97 | 31.7% | 3.6% |
| 50Δ | 99.92 | 24.5% | 3.2% | 100.01 | 28.5% | 2.7% |
| 55Δ | 99.04 | 25.7% | 2.9% | 101.05 | 28.9% | 2.3% |
| 60Δ | 98.24 | 24.0% | 2.3% | 102.16 | 29.3% | 1.9% |
| 65Δ | 97.42 | 23.2% | 1.9% | 103.43 | 30.6% | 1.6% |
| 70Δ | 96.21 | 25.7% | 1.7% | 104.45 | 29.2% | 1.2% |
| 75Δ | 95.22 | 25.5% | 1.4% | |||
| 80Δ | 94.15 | 25.1% | 1.1% | |||
No recorded observations