Share price$110.11
1D+1.7%
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 2026-10-23T04:09:37.664Z
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 | 38.5% | 11.8% | 101.12 | 39.4% | 9.4% |
| 25Δ | 118.40 | 33.3% | 8.8% | 104.16 | 32.8% | 6.8% |
| 30Δ | 116.08 | 30.5% | 6.9% | 105.90 | 31.5% | 5.7% |
| 35Δ | 114.37 | 29.6% | 5.8% | 107.15 | 32.3% | 5.0% |
| 40Δ | 113.19 | 30.4% | 5.2% | 108.40 | 33.1% | 4.4% |
| 45Δ | 112.02 | 31.1% | 4.6% | 109.64 | 33.9% | 3.8% |
| 50Δ | 110.84 | 31.8% | 4.1% | 110.84 | 33.3% | 3.3% |
| 55Δ | 109.63 | 32.3% | 3.5% | 112.02 | 32.2% | 2.7% |
| 60Δ | 108.33 | 32.4% | 3.1% | 113.20 | 31.0% | 2.2% |
| 65Δ | 107.03 | 32.4% | 2.6% | 114.37 | 29.9% | 1.6% |
| 70Δ | 105.74 | 32.4% | 2.1% | 115.77 | 29.4% | 1.2% |
| 75Δ | 104.37 | 32.0% | 1.7% | 117.42 | 29.8% | 0.9% |
| 80Δ | 102.90 | 31.0% | 1.4% | 119.08 | 30.1% | 0.6% |
No recorded observations