Share price$248.92
1D+3.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T06:00:55.306Z
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 · 2026-10-22T23:00:00.001612334Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 265.93 | 25.1% | 7.6% | 233.70 | 28.6% | 7.0% |
| 25Δ | 262.83 | 25.4% | 6.6% | 237.85 | 26.6% | 5.6% |
| 30Δ | 259.79 | 25.5% | 5.7% | 241.11 | 25.6% | 4.6% |
| 35Δ | 257.39 | 24.8% | 5.0% | 243.42 | 25.8% | 4.1% |
| 40Δ | 254.99 | 24.1% | 4.3% | 245.73 | 26.0% | 3.5% |
| 45Δ | 252.59 | 23.4% | 3.6% | 248.03 | 26.3% | 3.0% |
| 50Δ | 250.19 | 22.6% | 2.9% | 250.39 | 26.6% | 2.5% |
| 55Δ | 247.99 | 22.9% | 2.6% | 253.04 | 27.1% | 2.2% |
| 60Δ | 245.81 | 23.3% | 2.3% | 255.68 | 27.7% | 1.8% |
| 65Δ | 243.63 | 23.6% | 1.9% | 258.32 | 28.2% | 1.5% |
| 70Δ | 241.45 | 24.0% | 1.6% | 261.59 | 29.2% | 1.2% |
| 75Δ | 238.88 | 24.4% | 1.3% | 265.93 | 30.8% | 0.9% |
| 80Δ | 235.55 | 24.8% | 1.1% | 270.47 | 32.5% | 0.6% |
No recorded observations