Share price$199.68
1D+4.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T00:20:30.890Z
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 · 2026-10-21T23:59:30.670133131Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T00:20:30.430312+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 207.67 | 60.8% | 4.5% | 193.98 | 47.0% | 3.3% |
| 25Δ | 206.28 | 62.1% | 4.0% | 195.33 | 45.2% | 2.7% |
| 30Δ | 204.93 | 63.4% | 3.5% | 196.37 | 43.7% | 2.3% |
| 35Δ | 203.71 | 65.2% | 3.1% | 197.42 | 42.2% | 1.9% |
| 40Δ | 202.50 | 67.0% | 2.8% | 198.22 | 40.7% | 1.6% |
| 45Δ | 201.25 | 69.4% | 2.5% | 199.00 | 39.2% | 1.3% |
| 50Δ | 200.00 | 71.8% | 2.2% | 199.77 | 37.7% | 1.1% |
| 55Δ | 198.58 | 75.4% | 2.0% | 200.40 | 36.0% | 0.9% |
| 60Δ | 197.07 | 79.5% | 1.8% | 200.98 | 34.2% | 0.7% |
| 65Δ | 195.29 | 85.1% | 1.6% | 201.55 | 32.4% | 0.6% |
| 70Δ | 193.05 | 93.1% | 1.4% | 202.12 | 30.6% | 0.4% |
| 75Δ | 190.08 | 105.2% | 1.2% | |||
| 80Δ | 185.43 | 126.0% | 1.1% | |||
| Date | IV |
|---|---|
| 59.78% | |
| 60.94% |