Share price$150.45
1D+0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:45:11.052Z
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 · 2026-10-22T15:17:50.902495979Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 136.11 | 47.3% | 11.1% | |||
| 25Δ | 163.69 | 38.7% | 10.3% | 140.58 | 39.5% | 8.3% |
| 30Δ | 159.41 | 31.7% | 7.5% | 142.97 | 34.7% | 6.8% |
| 35Δ | 157.71 | 28.2% | 6.4% | 145.37 | 29.9% | 5.3% |
| 40Δ | 156.02 | 24.7% | 5.3% | 147.76 | 25.1% | 3.7% |
| 45Δ | 154.32 | 21.2% | 4.2% | 150.08 | 20.7% | 2.3% |
| 50Δ | 152.62 | 17.6% | 3.1% | 151.23 | 20.8% | 2.0% |
| 55Δ | 150.92 | 14.1% | 2.0% | 152.39 | 20.9% | 1.7% |
| 60Δ | 149.58 | 12.3% | 1.3% | 153.55 | 20.9% | 1.4% |
| 65Δ | 148.65 | 12.4% | 1.1% | 154.70 | 21.0% | 1.0% |
| 70Δ | 147.72 | 12.6% | 0.9% | 157.11 | 24.4% | 0.9% |
| 75Δ | 146.79 | 12.7% | 0.7% | 159.95 | 28.8% | 0.8% |
| 80Δ | 145.86 | 12.9% | 0.5% | 165.12 | 35.7% | 0.7% |
No recorded observations