Share price$126.66
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:45:55.500Z
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 · 2026-10-22T22:30:00.002345986Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 134.66 | 23.4% | 7.0% | 119.54 | 26.6% | 6.5% |
| 25Δ | 133.39 | 23.7% | 6.3% | 121.10 | 26.0% | 5.6% |
| 30Δ | 132.11 | 24.0% | 5.6% | 122.44 | 25.6% | 4.8% |
| 35Δ | 130.84 | 24.3% | 4.9% | 123.79 | 25.3% | 4.0% |
| 40Δ | 129.62 | 24.5% | 4.3% | 125.12 | 25.0% | 3.3% |
| 45Δ | 128.49 | 24.6% | 3.8% | 126.22 | 24.7% | 2.9% |
| 50Δ | 127.37 | 24.7% | 3.3% | 127.33 | 24.5% | 2.4% |
| 55Δ | 126.24 | 24.9% | 2.9% | 128.44 | 24.2% | 2.0% |
| 60Δ | 125.11 | 25.0% | 2.4% | 129.54 | 23.9% | 1.6% |
| 65Δ | 123.68 | 25.9% | 2.1% | 130.76 | 23.8% | 1.2% |
| 70Δ | 122.21 | 26.9% | 1.8% | 132.06 | 23.6% | 0.9% |
| 75Δ | 120.74 | 27.8% | 1.5% | 133.37 | 23.5% | 0.7% |
| 80Δ | 119.15 | 27.9% | 1.2% | 134.67 | 23.4% | 0.4% |
No recorded observations