Share price$110.11
1D+1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:16:15.532Z
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 · 2026-10-22T20:00:04.707043231Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 121.88 | 38.4% | 11.8% | 101.12 | 39.4% | 9.4% |
| 25Δ | 118.41 | 33.1% | 8.8% | 104.16 | 32.8% | 6.8% |
| 30Δ | 116.09 | 30.1% | 7.0% | 105.91 | 31.4% | 5.7% |
| 35Δ | 114.37 | 29.1% | 5.8% | 107.16 | 32.1% | 5.0% |
| 40Δ | 113.20 | 29.8% | 5.2% | 108.41 | 32.7% | 4.4% |
| 45Δ | 112.02 | 30.5% | 4.6% | 109.66 | 33.4% | 3.8% |
| 50Δ | 110.85 | 31.2% | 4.1% | 110.85 | 32.8% | 3.3% |
| 55Δ | 109.64 | 31.7% | 3.5% | 112.03 | 31.7% | 2.7% |
| 60Δ | 108.35 | 31.7% | 3.1% | 113.22 | 30.5% | 2.2% |
| 65Δ | 107.05 | 31.8% | 2.6% | 114.40 | 29.4% | 1.6% |
| 70Δ | 105.76 | 31.8% | 2.1% | 115.81 | 29.0% | 1.2% |
| 75Δ | 104.39 | 31.4% | 1.7% | 117.47 | 29.4% | 0.9% |
| 80Δ | 102.93 | 30.4% | 1.4% | 119.12 | 29.7% | 0.6% |
No recorded observations