Share price$220.83
1D-5.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:26:39.099Z
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 · 2026-10-22T20:58:01.904387323Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 253.14 | 51.3% | 16.1% | 199.04 | 49.0% | 11.5% |
| 25Δ | 246.43 | 50.2% | 13.6% | 203.63 | 48.6% | 10.0% |
| 30Δ | 240.93 | 49.9% | 11.6% | 208.06 | 48.2% | 8.6% |
| 35Δ | 236.34 | 49.9% | 10.1% | 212.15 | 48.0% | 7.4% |
| 40Δ | 231.94 | 49.9% | 8.8% | 215.97 | 48.1% | 6.4% |
| 45Δ | 227.78 | 50.1% | 7.6% | 219.79 | 48.1% | 5.5% |
| 50Δ | 223.79 | 50.3% | 6.6% | 223.55 | 47.7% | 4.7% |
| 55Δ | 219.80 | 50.5% | 5.6% | 227.30 | 47.3% | 3.9% |
| 60Δ | 215.73 | 50.9% | 4.8% | 231.18 | 47.0% | 3.2% |
| 65Δ | 211.66 | 51.3% | 4.0% | 235.37 | 47.0% | 2.6% |
| 70Δ | 207.22 | 51.8% | 3.3% | 239.56 | 46.9% | 2.0% |
| 75Δ | 202.53 | 52.4% | 2.7% | 244.68 | 47.0% | 1.5% |
| 80Δ | 197.26 | 53.5% | 2.1% | 249.90 | 47.1% | 1.0% |
No recorded observations