Share price$133.60
1D-0.6%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T21:23:57.921Z
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 · 2026-10-22T20:00:00.497082851Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 120.02 | 51.0% | 11.9% | |||
| 25Δ | 145.65 | 40.0% | 10.6% | 124.83 | 41.1% | 8.4% |
| 30Δ | 142.10 | 35.9% | 8.2% | 127.09 | 40.3% | 7.2% |
| 35Δ | 139.09 | 30.7% | 6.1% | 130.00 | 31.6% | 4.9% |
| 40Δ | 137.36 | 29.6% | 5.1% | 131.62 | 30.2% | 4.0% |
| 45Δ | 135.80 | 28.3% | 4.2% | 133.10 | 28.2% | 3.2% |
| 50Δ | 134.45 | 28.4% | 3.7% | 134.39 | 26.9% | 2.6% |
| 55Δ | 133.07 | 29.8% | 3.3% | 135.71 | 27.0% | 2.2% |
| 60Δ | 131.49 | 32.4% | 3.0% | 136.90 | 26.1% | 1.7% |
| 65Δ | 129.80 | 33.5% | 2.6% | 137.92 | 24.3% | 1.2% |
| 70Δ | 127.91 | 34.8% | 2.3% | 139.79 | 26.6% | 1.0% |
| 75Δ | 126.16 | 34.3% | 1.8% | 140.80 | 24.7% | 0.7% |
| 80Δ | 123.25 | 37.6% | 1.5% | 142.67 | 25.3% | 0.4% |
No recorded observations