Share price$151.56
1D+1.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T21:01:44.296Z
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 · 2026-10-22T20:00:00.364075312Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:01:43.865464+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 137.16 | 47.3% | 11.1% | |||
| 25Δ | 164.59 | 38.3% | 10.1% | 141.25 | 40.2% | 8.5% |
| 30Δ | 159.89 | 30.6% | 7.1% | 144.04 | 34.9% | 6.8% |
| 35Δ | 158.76 | 28.0% | 6.3% | 146.84 | 29.6% | 5.0% |
| 40Δ | 157.63 | 25.4% | 5.6% | 149.63 | 24.2% | 3.3% |
| 45Δ | 156.50 | 22.8% | 4.9% | 151.15 | 23.8% | 2.7% |
| 50Δ | 155.37 | 20.1% | 4.1% | 152.47 | 24.1% | 2.3% |
| 55Δ | 154.25 | 17.5% | 3.4% | 153.79 | 24.5% | 2.0% |
| 60Δ | 153.12 | 14.9% | 2.7% | 155.22 | 25.1% | 1.6% |
| 65Δ | 151.99 | 12.2% | 1.9% | 157.76 | 29.2% | 1.5% |
| 70Δ | 150.86 | 9.6% | 1.2% | 160.65 | 33.9% | 1.4% |
| 75Δ | 166.72 | 44.1% | 1.4% | |||
| 80Δ | ||||||
No recorded observations