Share price$114.91
1D+0.7%
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Market dataready · fetched 2026-10-21T17:52:01.602Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:51:43.847890712Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:03.201138+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 122.46 | 97.4% | 7.3% | 109.14 | 86.2% | 5.8% |
| 25Δ | 120.17 | 85.1% | 5.5% | 110.23 | 87.7% | 5.1% |
| 30Δ | 119.29 | 90.2% | 5.0% | 111.45 | 84.5% | 4.3% |
| 35Δ | 117.97 | 84.5% | 4.1% | 112.34 | 87.3% | 3.8% |
| 40Δ | 117.02 | 85.2% | 3.6% | 113.29 | 87.4% | 3.3% |
| 45Δ | 116.12 | 87.7% | 3.2% | 114.25 | 86.3% | 2.8% |
| 50Δ | 115.17 | 84.2% | 2.6% | 115.17 | 87.6% | 2.5% |
| 55Δ | 114.26 | 84.3% | 2.2% | 116.07 | 84.7% | 2.0% |
| 60Δ | 113.31 | 86.4% | 1.9% | 117.01 | 84.8% | 1.7% |
| 65Δ | 112.25 | 90.4% | 1.7% | 117.98 | 84.8% | 1.4% |
| 70Δ | 111.29 | 88.7% | 1.3% | 119.10 | 86.4% | 1.2% |
| 75Δ | 109.91 | 94.3% | 1.1% | 120.14 | 84.7% | 0.9% |
| 80Δ | 108.75 | 92.2% | 0.8% | 122.15 | 93.6% | 0.7% |
| Date | IV |
|---|---|
| 52.42% | |
| 51.52% |